0.0%
SHOP vs PR
+76.5%
-76.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -1.1% |
| 7D | -5.1% | +2.9% | -8.0% | -4.2% |
| 30D | +0.6% | +18.0% | -17.5% | +6.3% |
| 3M | +25.0% | +16.9% | +8.2% | +31.9% |
| 6M | +11.9% | +28.2% | -16.3% | +19.2% |
| YTD | -9.9% | +69.3% | -79.2% | -0.1% |
| 1Y | 0.0% | +69.5% | -69.5% | +4.3% |
| All | 0.0% | +76.5% | -76.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling