-4.9%
SHOP vs PPL
+1.0%
-5.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -9.0% | +1.8% | -10.8% | -8.6% |
| 30D | -4.4% | +8.4% | -12.8% | -2.7% |
| 3M | +24.1% | +2.4% | +21.7% | +24.6% |
| 6M | +20.0% | -4.0% | +23.9% | +20.3% |
| YTD | -4.9% | +4.5% | -9.4% | -4.1% |
| 1Y | -4.9% | +1.7% | -6.6% | -1.4% |
| All | -4.9% | +1.0% | -5.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling