+3,772.8%
SHOP vs PPL
+65.0%
+3,707.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +2.1% | -2.2% | +4.3% | +2.7% |
| 30D | -16.8% | +1.7% | -18.5% | -17.3% |
| 3M | -2.4% | +0.1% | -2.5% | -2.6% |
| 6M | +47.0% | -1.5% | +48.6% | +47.1% |
| YTD | -8.8% | +3.0% | -11.8% | -10.3% |
| 1Y | -6.3% | -1.4% | -4.8% | -6.6% |
| 3Y | +139.3% | +53.5% | +85.8% | +103.2% |
| 5Y | -12.1% | +46.4% | -58.5% | -23.7% |
| All | +3,772.8% | +65.0% | +3,707.8% | +3,165.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling