+135.9%
SHOP vs PDD
-28.8%
+164.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.2% |
| 7D | -1.2% | -4.9% | +3.7% | -0.2% |
| 30D | -14.7% | -3.0% | -11.7% | -14.2% |
| 3M | -7.2% | -6.2% | -1.0% | -6.0% |
| 6M | +54.2% | -20.7% | +74.9% | +60.7% |
| YTD | -8.6% | -30.4% | +21.7% | -2.4% |
| 1Y | +0.5% | -41.3% | +41.8% | +10.5% |
| 3Y | +135.9% | -27.7% | +163.7% | +148.7% |
| All | +135.9% | -28.8% | +164.8% | +148.7% |
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