+8,659.4%
SHOP vs PPL
+83.6%
+8,575.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.8% |
| 3M | +1.0% | +4.3% | -3.3% | -0.4% |
| 6M | +41.2% | -1.3% | +42.6% | +41.2% |
| YTD | -7.5% | +4.7% | -12.2% | -9.5% |
| 1Y | -4.6% | +1.3% | -5.8% | -5.7% |
| 3Y | +146.4% | +57.2% | +89.2% | +106.4% |
| 5Y | -2.5% | +48.2% | -50.8% | -16.2% |
| 10Y | +3,703.6% | +62.7% | +3,640.8% | +2,982.4% |
| All | +8,659.4% | +83.6% | +8,575.8% | +6,297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling