-14.7%
SHOP vs PBR
+558.3%
-573.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -13.2% | +4.2% | -17.5% | -13.7% |
| 30D | -17.0% | +22.7% | -39.8% | -19.2% |
| 3M | +17.0% | +21.5% | -4.5% | +13.7% |
| 6M | -2.1% | +24.0% | -26.1% | -5.8% |
| YTD | -21.4% | +88.2% | -109.6% | -30.0% |
| 1Y | -11.0% | +74.8% | -85.8% | -19.8% |
| 3Y | +100.9% | +105.1% | -4.2% | +74.9% |
| 5Y | -14.7% | +572.2% | -586.9% | -33.6% |
| All | -14.7% | +558.3% | -573.0% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling