+7,788.2%
SHOP vs PNR
+64.2%
+7,724.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -4.9% | -5.8% |
| 7D | -4.1% | -3.0% | -1.1% | -2.0% |
| 30D | -11.5% | -14.9% | +3.4% | -1.5% |
| 3M | +21.1% | -19.0% | +40.1% | +37.3% |
| 6M | +3.0% | -35.9% | +38.9% | +35.7% |
| YTD | -16.7% | -43.1% | +26.5% | +18.6% |
| 1Y | -8.3% | -46.4% | +38.1% | +36.2% |
| 3Y | +112.8% | -10.8% | +123.7% | +125.0% |
| 5Y | -9.3% | -18.9% | +9.6% | -1.1% |
| 10Y | +3,003.4% | +64.4% | +2,939.0% | +2,062.3% |
| All | +7,788.2% | +64.2% | +7,724.1% | +6,207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling