-2.9%
SHOP vs PPL
+47.9%
-50.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +3.8% |
| 7D | -5.4% | +0.4% | -5.9% | -5.6% |
| 30D | -10.3% | +5.4% | -15.8% | -12.2% |
| 3M | +1.0% | +4.3% | -3.3% | -0.8% |
| 6M | +41.2% | -1.3% | +42.6% | +41.3% |
| YTD | -7.5% | +4.7% | -12.2% | -10.6% |
| 1Y | -4.6% | +1.3% | -5.8% | -6.2% |
| 3Y | +146.4% | +57.2% | +89.2% | +74.2% |
| All | -2.9% | +47.9% | -50.8% | -27.7% |
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