+9,871.8%
SHOP vs PSKY
-85.6%
+9,957.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.8% | 0.0% | -3.6% |
| 7D | -0.8% | -24.6% | +23.8% | +5.6% |
| 30D | +26.6% | -36.1% | +62.7% | +39.6% |
| 3M | +6.7% | -58.0% | +64.6% | +25.6% |
| 6M | +6.7% | -58.0% | +64.6% | +25.6% |
| YTD | +6.7% | -58.0% | +64.6% | +25.6% |
| 1Y | +8.3% | -58.4% | +66.6% | +27.7% |
| 3Y | +218.2% | -40.7% | +258.8% | +213.2% |
| 5Y | +19.0% | -80.0% | +99.0% | +54.2% |
| 10Y | +3,858.9% | -84.4% | +3,943.3% | +4,486.7% |
| All | +9,871.8% | -85.6% | +9,957.4% | +12,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling