-8.3%
SHOP vs PTC
-38.1%
+29.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.5% | -2.1% | -3.8% |
| 7D | -4.1% | -12.8% | +8.7% | +5.0% |
| 30D | -11.5% | -9.8% | -1.7% | -5.4% |
| 3M | +21.1% | -2.1% | +23.1% | +20.0% |
| 6M | +3.0% | -18.1% | +21.1% | +20.8% |
| YTD | -16.7% | -23.5% | +6.8% | +4.8% |
| 1Y | -8.3% | -37.4% | +29.1% | +46.0% |
| All | -8.3% | -38.1% | +29.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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