-9.3%
SHOP vs PSA
+15.2%
-24.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.4% | -7.5% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | -11.5% | -8.2% | -3.4% | -7.5% |
| 3M | +21.1% | -2.1% | +23.2% | +22.4% |
| 6M | +3.0% | -0.2% | +3.2% | +2.3% |
| YTD | -16.7% | +18.5% | -35.2% | -25.2% |
| 1Y | -8.3% | +6.6% | -14.9% | -12.8% |
| 3Y | +112.8% | +24.5% | +88.4% | +75.1% |
| 5Y | -9.3% | +13.6% | -22.8% | -23.2% |
| All | -9.3% | +15.2% | -24.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling