+3,557.0%
SHOP vs PPL
+65.3%
+3,491.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.6% | -3.6% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -14.2% | +4.3% | -18.5% | -15.3% |
| 3M | -5.5% | +2.9% | -8.5% | -6.4% |
| 6M | +32.8% | +1.1% | +31.7% | +31.8% |
| YTD | -8.9% | +4.5% | -13.4% | -10.8% |
| 1Y | -7.7% | +0.1% | -7.8% | -8.5% |
| 3Y | +139.0% | +55.7% | +83.3% | +102.1% |
| 5Y | -0.5% | +47.6% | -48.1% | -13.9% |
| 10Y | +3,557.0% | +66.8% | +3,490.2% | +2,914.8% |
| All | +3,557.0% | +65.3% | +3,491.7% | +2,914.8% |
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