-2.2%
SHOP vs PPL
+48.1%
-50.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -2.7% | -1.2% | -1.4% | -2.2% |
| 30D | -11.0% | +4.2% | -15.2% | -12.5% |
| 3M | +0.3% | +1.5% | -1.2% | -0.4% |
| 6M | +37.7% | +1.0% | +36.7% | +36.3% |
| YTD | -5.5% | +4.4% | -9.9% | -8.6% |
| 1Y | -0.2% | +0.8% | -1.0% | -1.8% |
| 3Y | +151.9% | +56.5% | +95.4% | +78.6% |
| 5Y | -2.2% | +47.7% | -49.9% | -27.2% |
| All | -2.2% | +48.1% | -50.3% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling