+3,772.8%
SHOP vs PM
+260.5%
+3,512.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +2.1% | -2.4% | +4.5% | +2.5% |
| 30D | -16.8% | -1.3% | -15.5% | -16.7% |
| 3M | -2.4% | +6.5% | -8.9% | -3.7% |
| 6M | +47.0% | +7.0% | +40.0% | +44.7% |
| YTD | -8.8% | +25.8% | -34.6% | -14.0% |
| 1Y | -6.3% | +30.9% | -37.2% | -12.6% |
| 3Y | +139.3% | +148.0% | -8.7% | +80.2% |
| 5Y | -12.1% | +161.2% | -173.3% | -35.3% |
| All | +3,772.8% | +260.5% | +3,512.4% | +2,434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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