+40,166.6%
SBUX vs PPG
+1,396.4%
+38,770.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.1% |
| 7D | -6.2% | -5.1% | -1.1% | -3.9% |
| 30D | -6.4% | -9.6% | +3.1% | -2.0% |
| 3M | +1.0% | -6.4% | +7.5% | +3.6% |
| 6M | -0.4% | +0.5% | -0.9% | -2.1% |
| YTD | +20.0% | +4.4% | +15.5% | +15.2% |
| 1Y | +22.8% | -0.9% | +23.7% | +20.7% |
| 3Y | +12.3% | -17.0% | +29.3% | +18.0% |
| 5Y | -6.4% | -23.7% | +17.3% | +0.5% |
| 10Y | +126.5% | +25.9% | +100.6% | +83.5% |
| All | +40,166.6% | +1,396.4% | +38,770.2% | +11,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling