+128.3%
SBUX vs PTC
+196.2%
-67.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -0.9% |
| 7D | -6.3% | -13.6% | +7.3% | -1.8% |
| 30D | -3.9% | -14.7% | +10.8% | +0.9% |
| 3M | +3.3% | -5.9% | +9.2% | +4.0% |
| 6M | +1.4% | -21.1% | +22.6% | +8.1% |
| YTD | +21.0% | -26.0% | +47.0% | +31.3% |
| 1Y | +22.4% | -36.8% | +59.2% | +40.1% |
| 3Y | +13.2% | -10.3% | +23.5% | +11.8% |
| 5Y | -5.2% | +1.2% | -6.4% | -12.0% |
| 10Y | +128.3% | +198.3% | -69.9% | +46.3% |
| All | +128.3% | +196.2% | -67.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling