+16.3%
SBUX vs PR
+73.2%
-56.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | -3.1% | +2.9% | -6.0% | -3.6% |
| 30D | -0.9% | +18.0% | -18.9% | -3.7% |
| 3M | +11.6% | +16.9% | -5.3% | +8.4% |
| 6M | +8.8% | +28.2% | -19.4% | +3.3% |
| YTD | +26.3% | +69.3% | -43.0% | +13.3% |
| 1Y | +23.1% | +69.5% | -46.4% | +10.1% |
| All | +16.3% | +73.2% | -56.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling