+2,993.7%
SHOP vs PPG
+26.9%
+2,966.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -11.2% | -6.2% | -5.0% | -7.5% |
| 30D | -14.4% | -7.9% | -6.4% | -9.8% |
| 3M | +16.6% | -10.2% | +26.8% | +24.5% |
| 6M | -0.6% | +2.7% | -3.2% | -3.5% |
| YTD | -20.0% | +4.9% | -24.9% | -24.6% |
| 1Y | -11.2% | -3.2% | -8.0% | -12.1% |
| 3Y | +99.5% | -17.0% | +116.5% | +116.3% |
| 5Y | -13.2% | -23.3% | +10.1% | -2.6% |
| All | +2,993.7% | +26.9% | +2,966.8% | +2,475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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