+137.9%
SHOP vs PPL
+56.9%
+81.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.8% | -6.0% |
| 7D | -13.9% | +1.0% | -14.9% | -13.8% |
| 30D | -12.6% | +6.8% | -19.4% | -12.3% |
| 3M | -0.3% | +3.9% | -4.2% | -0.1% |
| 6M | +33.6% | -2.0% | +35.6% | +34.0% |
| YTD | -10.7% | +5.3% | -16.0% | -10.7% |
| 1Y | -11.8% | +2.2% | -14.0% | -11.4% |
| All | +137.9% | +56.9% | +81.0% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling