+117.6%
SBUX vs PR
+152.6%
-34.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | +1.7% | -16.4% | +18.1% | +2.7% |
| 30D | +12.6% | -1.9% | +14.5% | +12.7% |
| 3M | +0.8% | +8.0% | -7.1% | +0.2% |
| 6M | +0.2% | +4.1% | -3.9% | -0.3% |
| YTD | +27.4% | +58.7% | -31.2% | +23.4% |
| 1Y | +31.5% | +75.8% | -44.4% | +26.4% |
| 3Y | +9.3% | +73.2% | -63.9% | +4.6% |
| 5Y | +1.5% | +230.1% | -228.6% | -7.4% |
| 10Y | +147.9% | +67.4% | +80.5% | +105.7% |
| All | +117.6% | +152.6% | -34.9% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling