+3.0%
SBUX vs PPL
+47.9%
-44.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +12.6% | +5.4% | +7.2% | +10.1% |
| 3M | +0.8% | +4.3% | -3.5% | -1.0% |
| 6M | +0.2% | -1.3% | +1.5% | +0.5% |
| YTD | +27.4% | +4.7% | +22.8% | +23.9% |
| 1Y | +31.5% | +1.3% | +30.2% | +29.7% |
| 3Y | +9.3% | +57.2% | -48.0% | -15.7% |
| All | +3.0% | +47.9% | -44.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling