+11.9%
SHOP vs PTC
-13.4%
+25.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +2.7% |
| 7D | -5.1% | -10.3% | +5.2% | +0.6% |
| 30D | +0.6% | +1.1% | -0.6% | -0.3% |
| 3M | +25.0% | +1.6% | +23.4% | +21.9% |
| 6M | +11.9% | -13.5% | +25.4% | +32.1% |
| All | +11.9% | -13.4% | +25.3% | +32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling