-11.2%
SHOP vs PG
-5.2%
-6.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +2.2% |
| 7D | -11.2% | -0.8% | -10.4% | -11.5% |
| 30D | -14.4% | +0.8% | -15.2% | -14.2% |
| 3M | +16.6% | -1.3% | +17.9% | +16.2% |
| 6M | -0.6% | -3.8% | +3.3% | -2.6% |
| YTD | -20.0% | +3.6% | -23.6% | -20.0% |
| 1Y | -11.2% | -5.7% | -5.5% | -15.6% |
| All | -11.2% | -5.2% | -6.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling