+8,355.9%
SHOP vs PPL
+84.6%
+8,271.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.8% | -6.3% |
| 7D | -13.9% | +1.0% | -14.9% | -14.1% |
| 30D | -12.6% | +6.8% | -19.4% | -14.3% |
| 3M | -0.3% | +3.9% | -4.2% | -1.6% |
| 6M | +33.6% | -2.0% | +35.6% | +33.8% |
| YTD | -10.7% | +5.3% | -16.0% | -12.8% |
| 1Y | -11.8% | +2.2% | -14.0% | -13.1% |
| 3Y | +133.9% | +56.7% | +77.1% | +96.2% |
| 5Y | -5.9% | +49.1% | -55.0% | -19.3% |
| 10Y | +3,571.8% | +63.6% | +3,508.1% | +2,870.9% |
| All | +8,355.9% | +84.6% | +8,271.2% | +6,066.1% |
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