+7,358.2%
SHOP vs PPG
+14.7%
+7,343.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.1% | -4.0% |
| 7D | -10.6% | -3.7% | -6.9% | -8.4% |
| 30D | -18.3% | -7.2% | -11.1% | -14.3% |
| 3M | +14.8% | -7.3% | +22.2% | +20.3% |
| 6M | -5.0% | +0.3% | -5.3% | -6.4% |
| YTD | -21.2% | +6.5% | -27.8% | -26.5% |
| 1Y | -11.6% | +0.5% | -12.1% | -14.6% |
| 3Y | +101.2% | -15.3% | +116.5% | +115.8% |
| 5Y | -15.7% | -22.9% | +7.2% | -4.9% |
| 10Y | +2,989.4% | +28.4% | +2,961.0% | +2,312.0% |
| All | +7,358.2% | +14.7% | +7,343.6% | +6,590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling