+154.6%
SBUX vs PPL
+65.3%
+89.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +21.2% | +4.3% | +16.9% | +18.9% |
| 3M | +5.7% | +2.9% | +2.7% | +4.2% |
| 6M | +6.0% | +1.1% | +4.9% | +5.2% |
| YTD | +32.9% | +4.5% | +28.5% | +29.3% |
| 1Y | +33.3% | +0.1% | +33.2% | +32.1% |
| 3Y | +13.0% | +55.7% | -42.7% | -10.4% |
| 5Y | +8.8% | +47.6% | -38.8% | -12.0% |
| 10Y | +154.6% | +66.8% | +87.8% | +91.0% |
| All | +154.6% | +65.3% | +89.3% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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