+112.8%
SHOP vs PSKY
-12.8%
+125.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.5% |
| 7D | -4.1% | +2.4% | -6.5% | -4.5% |
| 30D | -11.5% | +17.5% | -29.0% | -13.9% |
| 3M | +21.1% | +4.4% | +16.6% | +19.9% |
| 6M | +3.0% | -9.0% | +12.0% | +4.1% |
| YTD | -16.7% | -18.6% | +1.9% | -15.0% |
| 1Y | -8.3% | -27.7% | +19.4% | -5.4% |
| 3Y | +112.8% | -16.9% | +129.7% | +86.4% |
| All | +112.8% | -12.8% | +125.6% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling