+154.6%
SBUX vs PTC
+315.4%
-160.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +4.9% | +1.3% | +3.7% | +4.6% |
| 30D | +21.2% | +1.1% | +20.1% | +20.8% |
| 3M | +5.7% | +30.1% | -24.5% | -4.3% |
| 6M | +6.0% | +34.0% | -28.0% | -5.9% |
| YTD | +32.9% | +12.8% | +20.1% | +24.5% |
| 1Y | +33.3% | +10.7% | +22.5% | +25.6% |
| 3Y | +13.0% | +29.6% | -16.6% | -1.9% |
| 5Y | +8.8% | +63.5% | -54.7% | -14.3% |
| 10Y | +154.6% | +316.7% | -162.1% | +46.5% |
| All | +154.6% | +315.4% | -160.7% | +46.5% |
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