+3,291.5%
SHOP vs PWR
+2,334.2%
+957.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -5.1% | +3.6% | -8.7% | -6.6% |
| 30D | +0.6% | -8.6% | +9.2% | +4.0% |
| 3M | +25.0% | -13.2% | +38.2% | +29.3% |
| 6M | +11.9% | +9.9% | +2.0% | -0.1% |
| YTD | -9.9% | +48.0% | -57.9% | -31.9% |
| 1Y | 0.0% | +66.2% | -66.2% | -29.1% |
| 3Y | +117.5% | +195.1% | -77.6% | +11.3% |
| 5Y | -6.6% | +442.6% | -449.2% | -64.1% |
| All | +3,291.5% | +2,334.2% | +957.3% | +477.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling