-11.2%
SHOP vs PSKY
-28.3%
+17.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -11.2% | -2.4% | -8.8% | -10.7% |
| 30D | -14.4% | +11.6% | -26.0% | -16.4% |
| 3M | +16.6% | +1.5% | +15.1% | +15.5% |
| 6M | -0.6% | +7.7% | -8.3% | -1.3% |
| YTD | -20.0% | -20.1% | +0.1% | -19.2% |
| 1Y | -11.2% | -38.3% | +27.1% | -5.7% |
| All | -11.2% | -28.3% | +17.1% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling