+99.5%
SHOP vs PGR
+75.0%
+24.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | -11.2% | -0.6% | -10.6% | -11.2% |
| 30D | -14.4% | +4.9% | -19.3% | -14.6% |
| 3M | +16.6% | +7.6% | +8.9% | +16.9% |
| 6M | -0.6% | +8.3% | -8.8% | -0.2% |
| YTD | -20.0% | +1.7% | -21.7% | -19.7% |
| 1Y | -11.2% | -6.8% | -4.3% | -9.8% |
| 3Y | +99.5% | +73.4% | +26.0% | +136.1% |
| All | +99.5% | +75.0% | +24.5% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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