+123.9%
SBUX vs PPG
+26.9%
+97.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.5% | -6.2% | +0.8% | -2.6% |
| 30D | -8.5% | -7.9% | -0.5% | -4.8% |
| 3M | -2.9% | -10.2% | +7.3% | +1.6% |
| 6M | -1.5% | +2.7% | -4.2% | -4.4% |
| YTD | +19.4% | +4.9% | +14.5% | +14.0% |
| 1Y | +22.9% | -3.2% | +26.1% | +22.1% |
| 3Y | +11.3% | -17.0% | +28.3% | +16.9% |
| 5Y | -6.9% | -23.3% | +16.5% | -0.6% |
| All | +123.9% | +26.9% | +97.0% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling