+3,557.0%
SHOP vs PH
+737.8%
+2,819.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.1% |
| 7D | +2.8% | +2.1% | +0.7% | +1.3% |
| 30D | -14.2% | +0.3% | -14.5% | -14.8% |
| 3M | -5.5% | -8.8% | +3.3% | -0.7% |
| 6M | +32.8% | +10.0% | +22.7% | +22.6% |
| YTD | -8.9% | +10.5% | -19.4% | -17.2% |
| 1Y | -7.7% | +15.5% | -23.2% | -18.5% |
| 3Y | +139.0% | +136.4% | +2.7% | +35.8% |
| 5Y | -0.5% | +213.6% | -214.1% | -51.6% |
| 10Y | +3,557.0% | +713.9% | +2,843.1% | +1,101.2% |
| All | +3,557.0% | +737.8% | +2,819.2% | +1,101.2% |
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