-12.1%
SHOP vs PAAS
+51.0%
-63.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -0.5% |
| 7D | +2.1% | -7.0% | +9.2% | +4.2% |
| 30D | -16.8% | -15.3% | -1.6% | -13.0% |
| 3M | -2.4% | -27.7% | +25.3% | +5.8% |
| 6M | +47.0% | -40.5% | +87.5% | +67.0% |
| YTD | -8.8% | -26.5% | +17.7% | -4.0% |
| 1Y | -6.3% | -0.8% | -5.5% | -9.9% |
| 3Y | +139.3% | +196.9% | -57.6% | +46.1% |
| 5Y | -12.1% | +49.2% | -61.2% | -25.8% |
| All | -12.1% | +51.0% | -63.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling