+22.4%
SBUX vs PTC
-39.6%
+62.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -1.7% |
| 7D | -6.3% | -13.6% | +7.3% | -5.3% |
| 30D | -3.9% | -14.7% | +10.8% | -2.8% |
| 3M | +3.3% | -5.9% | +9.2% | +3.4% |
| 6M | +1.4% | -21.1% | +22.6% | +4.5% |
| YTD | +21.0% | -26.0% | +47.0% | +27.1% |
| 1Y | +22.4% | -36.8% | +59.2% | +30.9% |
| All | +22.4% | -39.6% | +62.0% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling