-15.7%
SHOP vs PSKY
-71.8%
+56.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.4% | -0.1% | -3.9% |
| 7D | -10.6% | -6.8% | -3.8% | -8.7% |
| 30D | -18.3% | +10.2% | -28.5% | -20.6% |
| 3M | +14.8% | +0.3% | +14.5% | +14.6% |
| 6M | -5.0% | -7.8% | +2.7% | -3.0% |
| YTD | -21.2% | -23.0% | +1.7% | -16.4% |
| 1Y | -11.6% | -31.6% | +20.0% | -4.5% |
| 3Y | +101.2% | -21.3% | +122.5% | +85.1% |
| 5Y | -15.7% | -71.5% | +55.8% | +29.9% |
| All | -15.7% | -71.8% | +56.1% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling