-4.9%
SHOP vs PAAS
+24.3%
-29.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.4% | -1.0% | +5.3% |
| 7D | -9.0% | -1.1% | -7.9% | -8.9% |
| 30D | -4.4% | -8.5% | +4.0% | -2.7% |
| 3M | +24.1% | -7.3% | +31.4% | +25.1% |
| 6M | +20.0% | -18.3% | +38.2% | +22.6% |
| YTD | -4.9% | -19.2% | +14.2% | -2.9% |
| 1Y | -4.9% | +26.1% | -31.1% | -12.3% |
| All | -4.9% | +24.3% | -29.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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