+8,434.7%
SHOP vs PTC
+257.6%
+8,177.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +4.2% |
| 7D | -5.1% | -10.3% | +5.2% | +3.1% |
| 30D | +0.6% | +1.1% | -0.6% | -0.8% |
| 3M | +25.0% | +1.6% | +23.4% | +20.5% |
| 6M | +11.9% | -13.5% | +25.4% | +22.9% |
| YTD | -9.9% | -19.1% | +9.2% | +4.5% |
| 1Y | 0.0% | -33.9% | +33.8% | +36.0% |
| 3Y | +117.5% | -3.9% | +121.4% | +118.3% |
| 5Y | -6.6% | +6.0% | -12.7% | -10.3% |
| 10Y | +3,320.3% | +223.7% | +3,096.6% | +1,469.2% |
| All | +8,434.7% | +257.6% | +8,177.1% | +3,698.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling