-2.7%
SBUX vs PTC
+1.8%
-4.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | -0.5% |
| 7D | -3.9% | -12.8% | +8.9% | +0.5% |
| 30D | -2.8% | -9.8% | +7.0% | +0.3% |
| 3M | +8.2% | -2.1% | +10.3% | +7.5% |
| 6M | +4.3% | -18.1% | +22.3% | +10.6% |
| YTD | +23.3% | -23.5% | +46.8% | +34.0% |
| 1Y | +24.3% | -37.4% | +61.6% | +46.3% |
| 3Y | +15.5% | -7.2% | +22.7% | +9.1% |
| 5Y | -2.7% | +2.7% | -5.4% | -18.2% |
| All | -2.7% | +1.8% | -4.5% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling