+8,434.7%
SHOP vs PAAS
+494.7%
+7,940.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -5.1% | -2.9% | -2.2% | -4.6% |
| 30D | +0.6% | +6.8% | -6.2% | -0.9% |
| 3M | +25.0% | -2.9% | +27.9% | +25.1% |
| 6M | +11.9% | -16.4% | +28.3% | +14.4% |
| YTD | -9.9% | 0.0% | -9.9% | -11.3% |
| 1Y | 0.0% | +54.3% | -54.4% | -9.8% |
| 3Y | +117.5% | +230.7% | -113.2% | +64.4% |
| 5Y | -6.6% | +111.6% | -118.3% | -25.5% |
| 10Y | +3,320.3% | +211.7% | +3,108.6% | +2,434.7% |
| All | +8,434.7% | +494.7% | +7,940.0% | +5,447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling