-14.7%
SHOP vs PPG
-24.6%
+9.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +1.4% |
| 7D | -13.2% | -5.1% | -8.1% | -9.3% |
| 30D | -17.0% | -9.6% | -7.5% | -9.8% |
| 3M | +17.0% | -6.4% | +23.4% | +23.1% |
| 6M | -2.1% | +0.5% | -2.6% | -5.0% |
| YTD | -21.4% | +4.4% | -25.8% | -28.3% |
| 1Y | -11.0% | -0.9% | -10.1% | -15.2% |
| 3Y | +100.9% | -17.0% | +117.9% | +121.8% |
| 5Y | -14.7% | -23.7% | +9.0% | -3.4% |
| All | -14.7% | -24.6% | +9.9% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling