+0.5%
SHOP vs PR
+78.8%
-78.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.7% |
| 7D | -1.2% | +6.0% | -7.2% | +0.9% |
| 30D | -14.7% | -4.2% | -10.5% | -15.9% |
| 3M | -7.2% | +10.0% | -17.2% | -2.5% |
| 6M | +54.2% | +15.6% | +38.6% | +65.8% |
| YTD | -8.6% | +68.2% | -76.8% | +6.6% |
| 1Y | +0.5% | +79.2% | -78.7% | +14.4% |
| All | +0.5% | +78.8% | -78.3% | +14.4% |
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