-12.8%
SHOP vs PNR
-21.7%
+8.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -11.2% | -6.0% | -5.2% | -5.8% |
| 30D | -14.4% | -14.0% | -0.4% | -1.7% |
| 3M | +16.6% | -21.7% | +38.3% | +42.4% |
| 6M | -0.6% | -37.3% | +36.7% | +48.2% |
| YTD | -20.0% | -45.1% | +25.1% | +35.3% |
| 1Y | -11.2% | -49.1% | +37.9% | +62.7% |
| 3Y | +99.5% | -14.8% | +114.3% | +100.6% |
| All | -12.8% | -21.7% | +8.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling