-5.6%
SHOP vs PR
+433.6%
-439.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -5.1% | +2.9% | -8.0% | -5.9% |
| 30D | +0.6% | +18.0% | -17.5% | -3.9% |
| 3M | +25.0% | +16.9% | +8.2% | +18.7% |
| 6M | +11.9% | +28.2% | -16.3% | +2.5% |
| YTD | -9.9% | +69.3% | -79.2% | -24.5% |
| 1Y | 0.0% | +69.5% | -69.5% | -16.8% |
| 3Y | +117.5% | +81.7% | +35.8% | +74.5% |
| All | -5.6% | +433.6% | -439.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling