+148.7%
SBUX vs PPL
+62.1%
+86.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +4.8% | -1.2% | +6.0% | +5.4% |
| 30D | +20.6% | +4.2% | +16.4% | +18.3% |
| 3M | +4.3% | +1.5% | +2.7% | +3.4% |
| 6M | +5.5% | +1.0% | +4.5% | +4.7% |
| YTD | +32.3% | +4.4% | +27.9% | +28.7% |
| 1Y | +31.2% | +0.8% | +30.4% | +29.6% |
| 3Y | +14.8% | +56.5% | -41.7% | -9.2% |
| 5Y | +8.0% | +47.7% | -39.7% | -12.7% |
| 10Y | +148.7% | +64.4% | +84.3% | +84.9% |
| All | +148.7% | +62.1% | +86.6% | +84.9% |
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