+8.3%
SHOP vs PSKY
-57.5%
+65.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | 0.0% | -5.6% |
| 7D | -0.8% | -24.6% | +23.8% | -5.2% |
| 30D | +26.6% | -36.1% | +62.7% | +17.1% |
| 3M | +65.3% | -36.0% | +101.3% | +54.3% |
| 6M | +33.5% | -40.5% | +74.1% | +25.3% |
| YTD | +5.3% | -47.7% | +53.0% | -4.3% |
| All | +8.3% | -57.5% | +65.8% | -2.2% |
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