+0.4%
SHOP vs PPG
+5.9%
-5.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.1% | -6.5% |
| 7D | -4.1% | 0.0% | -4.1% | -4.0% |
| 30D | -11.5% | -7.8% | -3.7% | -8.6% |
| 3M | +21.1% | -2.2% | +23.2% | +23.0% |
| All | +0.4% | +5.9% | -5.4% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling