+4,584.9%
SHOP vs PR
+169.5%
+4,415.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -5.1% | +2.9% | -8.0% | -5.3% |
| 30D | +0.6% | +18.0% | -17.5% | -0.7% |
| 3M | +25.0% | +16.9% | +8.2% | +23.3% |
| 6M | +11.9% | +28.2% | -16.3% | +9.3% |
| YTD | -9.9% | +69.3% | -79.2% | -13.9% |
| 1Y | 0.0% | +69.5% | -69.5% | -4.7% |
| 3Y | +117.5% | +81.7% | +35.8% | +105.9% |
| 5Y | -6.6% | +422.2% | -428.9% | -16.2% |
| 10Y | +3,320.3% | +110.4% | +3,210.0% | +3,894.8% |
| All | +4,584.9% | +169.5% | +4,415.4% | +5,419.1% |
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 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