+146.4%
SHOP vs PM
+142.0%
+4.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.4% |
| 7D | -5.4% | -5.2% | -0.2% | -6.0% |
| 30D | -10.3% | +2.7% | -13.0% | -9.9% |
| 3M | +1.0% | +5.2% | -4.2% | +1.8% |
| 6M | +41.2% | +17.0% | +24.2% | +45.3% |
| YTD | -7.5% | +25.5% | -33.0% | -4.4% |
| 1Y | -4.6% | +35.5% | -40.1% | -0.9% |
| 3Y | +146.4% | +143.9% | +2.5% | +122.0% |
| All | +146.4% | +142.0% | +4.4% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling