-2.9%
SHOP vs PTC
+55.9%
-58.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.3% | +3.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.2% |
| 30D | -10.3% | +0.8% | -11.1% | -10.8% |
| 3M | +1.0% | +32.1% | -31.1% | -25.3% |
| 6M | +41.2% | +42.6% | -1.4% | -6.6% |
| YTD | -7.5% | +12.0% | -19.5% | -20.2% |
| 1Y | -4.6% | +12.2% | -16.7% | -18.0% |
| 3Y | +146.4% | +31.2% | +115.2% | +60.4% |
| All | -2.9% | +55.9% | -58.9% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling