+8,534.1%
SHOP vs PSA
+165.1%
+8,369.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | +2.1% | -2.1% | +4.2% | +3.0% |
| 30D | -16.8% | +15.6% | -32.4% | -21.9% |
| 3M | -2.4% | +4.1% | -6.5% | -4.2% |
| 6M | +47.0% | +9.2% | +37.8% | +41.1% |
| YTD | -8.8% | +32.3% | -41.1% | -20.1% |
| 1Y | -6.3% | +26.2% | -32.4% | -16.2% |
| 3Y | +139.3% | +53.7% | +85.6% | +91.9% |
| 5Y | -12.1% | +26.6% | -38.6% | -23.4% |
| 10Y | +3,601.0% | +132.8% | +3,468.1% | +2,604.9% |
| All | +8,534.1% | +165.1% | +8,369.0% | +6,722.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling