+4,541.6%
SHOP vs PR
+147.8%
+4,393.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.2% | -5.7% |
| 7D | -13.9% | -16.5% | +2.7% | -12.8% |
| 30D | -12.6% | -4.5% | -8.1% | -12.4% |
| 3M | -0.3% | +8.5% | -8.9% | -1.2% |
| 6M | +33.6% | -3.3% | +36.9% | +33.2% |
| YTD | -10.7% | +55.7% | -66.4% | -14.4% |
| 1Y | -11.8% | +82.0% | -93.8% | -16.5% |
| 3Y | +133.9% | +62.5% | +71.4% | +122.8% |
| 5Y | -5.9% | +223.9% | -229.8% | -14.2% |
| 10Y | +3,571.8% | +64.2% | +3,507.6% | +4,112.8% |
| All | +4,541.6% | +147.8% | +4,393.8% | +5,391.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling