-6.7%
SBUX vs PPG
-24.1%
+17.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.5% | -6.2% | +0.8% | -2.7% |
| 30D | -8.5% | -7.9% | -0.5% | -5.0% |
| 3M | -2.9% | -10.2% | +7.3% | +1.3% |
| 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% | +21.9% |
| 3Y | +11.3% | -17.0% | +28.3% | +16.4% |
| All | -6.7% | -24.1% | +17.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling