+139.0%
SHOP vs PDD
-26.6%
+165.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | +2.8% | -1.0% | +3.8% | +3.0% |
| 30D | -14.2% | -2.4% | -11.8% | -13.8% |
| 3M | -5.5% | -14.6% | +9.1% | -2.5% |
| 6M | +32.8% | -19.6% | +52.4% | +38.0% |
| YTD | -8.9% | -30.0% | +21.1% | -2.8% |
| 1Y | -7.7% | -42.5% | +34.8% | +1.9% |
| 3Y | +139.0% | -27.2% | +166.2% | +151.6% |
| All | +139.0% | -26.6% | +165.6% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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