+2,993.7%
SHOP vs PBR
+697.0%
+2,296.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | -11.2% | +5.4% | -16.6% | -12.0% |
| 30D | -14.4% | +22.9% | -37.2% | -17.3% |
| 3M | +16.6% | +19.6% | -3.1% | +12.6% |
| 6M | -0.6% | +16.5% | -17.0% | -4.0% |
| YTD | -20.0% | +86.7% | -106.6% | -29.1% |
| 1Y | -11.2% | +74.7% | -85.9% | -20.6% |
| 3Y | +99.5% | +102.6% | -3.1% | +72.6% |
| 5Y | -13.2% | +566.6% | -579.8% | -40.2% |
| All | +2,993.7% | +697.0% | +2,296.7% | +1,780.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling