+7,788.2%
SHOP vs PBR
+709.8%
+7,078.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.5% | -11.1% | -8.2% |
| 7D | -4.1% | +2.5% | -6.6% | -4.6% |
| 30D | -11.5% | +19.4% | -30.9% | -14.4% |
| 3M | +21.1% | +20.8% | +0.3% | +16.3% |
| 6M | +3.0% | +23.5% | -20.5% | -2.0% |
| YTD | -16.7% | +83.4% | -100.1% | -26.6% |
| 1Y | -8.3% | +77.6% | -85.8% | -19.0% |
| 3Y | +112.8% | +99.9% | +13.0% | +82.5% |
| 5Y | -9.3% | +567.7% | -577.0% | -39.6% |
| 10Y | +3,003.4% | +621.5% | +2,381.9% | +1,676.4% |
| All | +7,788.2% | +709.8% | +7,078.4% | +4,684.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling