+744.1%
SHOP vs PDD
+216.8%
+527.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.7% |
| 7D | -13.9% | +5.9% | -19.8% | -15.4% |
| 30D | -12.6% | +7.1% | -19.7% | -14.4% |
| 3M | -0.3% | -7.7% | +7.3% | +2.0% |
| 6M | +33.6% | -13.2% | +46.8% | +38.4% |
| YTD | -10.7% | -26.0% | +15.3% | -2.7% |
| 1Y | -11.8% | -38.4% | +26.7% | +1.4% |
| 3Y | +133.9% | -21.1% | +155.0% | +130.3% |
| 5Y | -5.9% | +0.3% | -6.3% | -25.6% |
| All | +744.1% | +216.8% | +527.4% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling