+10.5%
SBUX vs PR
+257.5%
-246.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +19.1% | -4.6% | +23.7% | +19.5% |
| 3M | +3.6% | +4.7% | -1.1% | +2.5% |
| 6M | +5.1% | +12.4% | -7.3% | +2.7% |
| YTD | +32.9% | +62.9% | -30.0% | +22.4% |
| 1Y | +30.4% | +70.6% | -40.2% | +19.2% |
| 3Y | +13.0% | +90.0% | -77.1% | +0.1% |
| 5Y | +10.5% | +255.5% | -245.0% | -12.7% |
| All | +10.5% | +257.5% | -246.9% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling