-4.9%
SHOP vs PSA
+28.0%
-33.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +7.0% |
| 7D | -9.0% | +10.5% | -19.6% | -10.1% |
| 30D | -4.4% | +21.7% | -26.1% | -7.0% |
| 3M | +24.1% | +6.1% | +18.1% | +23.7% |
| 6M | +20.0% | +18.3% | +1.6% | +18.5% |
| YTD | -4.9% | +36.1% | -41.0% | -8.6% |
| 1Y | -4.9% | +29.3% | -34.2% | -7.3% |
| All | -4.9% | +28.0% | -33.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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