+96.4%
SHOP vs PBR
+97.2%
-0.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.5% |
| 7D | -10.6% | +0.3% | -11.0% | -10.7% |
| 30D | -18.3% | +17.5% | -35.8% | -20.1% |
| 3M | +14.8% | +20.9% | -6.1% | +11.1% |
| 6M | -5.0% | +20.2% | -25.3% | -9.2% |
| YTD | -21.2% | +84.3% | -105.5% | -34.0% |
| 1Y | -11.6% | +77.1% | -88.7% | -25.3% |
| All | +96.4% | +97.2% | -0.8% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling