+7,788.2%
SHOP vs PSLV
+223.9%
+7,564.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.8% | -7.4% |
| 7D | -4.1% | +2.7% | -6.8% | -4.7% |
| 30D | -11.5% | +3.5% | -15.0% | -12.4% |
| 3M | +21.1% | +0.3% | +20.8% | +20.5% |
| 6M | +3.0% | -21.0% | +24.0% | +8.1% |
| YTD | -16.7% | -8.9% | -7.8% | -19.0% |
| 1Y | -8.3% | +54.0% | -62.3% | -25.0% |
| 3Y | +112.8% | +175.4% | -62.6% | +43.0% |
| 5Y | -9.3% | +157.7% | -166.9% | -38.8% |
| 10Y | +3,003.4% | +184.9% | +2,818.5% | +1,734.1% |
| All | +7,788.2% | +223.9% | +7,564.3% | +5,318.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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