+8,434.7%
SHOP vs PSA
+137.8%
+8,296.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -5.1% | -3.7% | -1.4% | -3.5% |
| 30D | +0.6% | -7.7% | +8.3% | +4.1% |
| 3M | +25.0% | -0.6% | +25.6% | +25.3% |
| 6M | +11.9% | -0.9% | +12.8% | +11.7% |
| YTD | -9.9% | +18.7% | -28.5% | -17.1% |
| 1Y | 0.0% | +7.6% | -7.7% | -4.3% |
| 3Y | +117.5% | +23.7% | +93.8% | +92.5% |
| 5Y | -6.6% | +13.7% | -20.3% | -14.8% |
| 10Y | +3,320.3% | +98.9% | +3,221.5% | +2,540.2% |
| All | +8,434.7% | +137.8% | +8,296.9% | +6,977.6% |
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