+146.4%
SHOP vs PR
+64.2%
+82.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.1% |
| 7D | -5.4% | -16.4% | +11.0% | -1.5% |
| 30D | -10.3% | -1.9% | -8.4% | -10.3% |
| 3M | +1.0% | +8.0% | -7.0% | -2.4% |
| 6M | +41.2% | +4.1% | +37.1% | +36.4% |
| YTD | -7.5% | +58.7% | -66.2% | -26.7% |
| 1Y | -4.6% | +75.8% | -80.4% | -28.4% |
| 3Y | +146.4% | +73.2% | +73.3% | +85.5% |
| All | +146.4% | +64.2% | +82.2% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling