+4,372.8%
SHOP vs PSKY
-85.2%
+4,458.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | 0.0% | -4.1% |
| 7D | -0.8% | -24.6% | +23.8% | +3.1% |
| 30D | +26.6% | -36.1% | +62.7% | +34.4% |
| 3M | +13.7% | -78.2% | +91.9% | +30.8% |
| 6M | +13.7% | -78.2% | +91.9% | +30.8% |
| YTD | +13.7% | -78.2% | +91.9% | +30.8% |
| 1Y | +13.7% | -78.2% | +91.9% | +30.8% |
| 3Y | +13.7% | -78.2% | +91.9% | +30.8% |
| 5Y | +19.0% | -80.0% | +99.0% | +38.8% |
| All | +4,372.8% | -85.2% | +4,458.0% | +4,435.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling