+3,647.2%
SHOP vs PR
+66.7%
+3,580.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.2% |
| 7D | -2.7% | -12.4% | +9.7% | -1.8% |
| 30D | -11.0% | -6.6% | -4.4% | -10.6% |
| 3M | +0.3% | +7.5% | -7.2% | -0.4% |
| 6M | +37.7% | +10.8% | +26.9% | +36.0% |
| YTD | -5.5% | +57.0% | -62.6% | -9.5% |
| 1Y | -0.2% | +67.9% | -68.2% | -5.0% |
| 3Y | +151.9% | +87.6% | +64.3% | +137.8% |
| 5Y | -2.2% | +220.4% | -222.6% | -11.0% |
| 10Y | +3,647.2% | +64.8% | +3,582.3% | +4,348.3% |
| All | +3,647.2% | +66.7% | +3,580.5% | +4,348.3% |
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 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