+3,557.0%
SHOP vs PM
+242.6%
+3,314.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | +2.8% | -6.6% | +9.5% | +4.2% |
| 30D | -14.2% | -3.4% | -10.7% | -13.7% |
| 3M | -5.5% | +5.3% | -10.9% | -6.6% |
| 6M | +32.8% | +15.5% | +17.3% | +28.4% |
| YTD | -8.9% | +24.3% | -33.2% | -14.0% |
| 1Y | -7.7% | +29.7% | -37.4% | -13.9% |
| 3Y | +139.0% | +144.9% | -5.9% | +80.0% |
| 5Y | -0.5% | +159.0% | -159.6% | -26.8% |
| 10Y | +3,557.0% | +250.9% | +3,306.1% | +2,177.4% |
| All | +3,557.0% | +242.6% | +3,314.5% | +2,177.4% |
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