+3,772.8%
SHOP vs PR
+83.7%
+3,689.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.8% |
| 7D | +2.1% | +6.7% | -4.6% | +1.6% |
| 30D | -16.8% | -6.1% | -10.7% | -16.5% |
| 3M | -2.4% | +6.9% | -9.3% | -3.1% |
| 6M | +47.0% | +14.6% | +32.4% | +44.8% |
| YTD | -8.8% | +66.1% | -75.0% | -13.0% |
| 1Y | -6.3% | +77.0% | -83.3% | -11.1% |
| 3Y | +139.3% | +93.8% | +45.4% | +125.4% |
| 5Y | -12.1% | +268.2% | -280.3% | -20.5% |
| All | +3,772.8% | +83.7% | +3,689.1% | +4,596.1% |
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