+3,608.8%
SHOP vs PR
+66.0%
+3,542.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.5% |
| 7D | -5.4% | -16.4% | +11.0% | -4.3% |
| 30D | -10.3% | -1.9% | -8.4% | -10.3% |
| 3M | +1.0% | +8.0% | -7.0% | +0.2% |
| 6M | +41.2% | +4.1% | +37.1% | +40.1% |
| YTD | -7.5% | +58.7% | -66.2% | -11.5% |
| 1Y | -4.6% | +75.8% | -80.4% | -9.5% |
| 3Y | +146.4% | +73.2% | +73.3% | +133.7% |
| 5Y | -2.5% | +230.1% | -232.7% | -11.4% |
| All | +3,608.8% | +66.0% | +3,542.8% | +4,273.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling