+838.4%
SBUX vs PSLV
+108.9%
+729.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.4% |
| 7D | -6.2% | -4.9% | -1.4% | -5.9% |
| 30D | -6.4% | -1.9% | -4.6% | -6.4% |
| 3M | +1.0% | +4.2% | -3.1% | +0.5% |
| 6M | -0.4% | -27.6% | +27.2% | +1.6% |
| YTD | +20.0% | -11.7% | +31.6% | +19.6% |
| 1Y | +22.8% | +49.3% | -26.6% | +17.2% |
| 3Y | +12.3% | +167.1% | -154.8% | +2.3% |
| 5Y | -6.4% | +151.7% | -158.1% | -14.9% |
| 10Y | +126.5% | +187.0% | -60.5% | +100.8% |
| All | +838.4% | +108.9% | +729.5% | +682.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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