+3,167.5%
SHOP vs PH
+801.7%
+2,365.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.1% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | -11.5% | -10.8% | -0.7% | -5.2% |
| 3M | +21.1% | +8.5% | +12.6% | +14.0% |
| 6M | +3.0% | +3.9% | -0.9% | -1.8% |
| YTD | -16.7% | +9.4% | -26.1% | -23.3% |
| 1Y | -8.3% | +26.8% | -35.1% | -23.6% |
| 3Y | +112.8% | +140.8% | -28.0% | +21.4% |
| 5Y | -9.3% | +253.8% | -263.0% | -57.4% |
| All | +3,167.5% | +801.7% | +2,365.8% | +887.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling