+146.4%
SHOP vs PWR
+221.1%
-74.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.7% | +1.8% |
| 7D | -5.4% | -12.9% | +7.4% | -2.7% |
| 30D | -10.3% | -22.8% | +12.5% | -4.4% |
| 3M | +1.0% | -19.0% | +20.0% | +5.5% |
| 6M | +41.2% | -31.1% | +72.3% | +55.0% |
| YTD | -7.5% | +28.3% | -35.7% | -29.7% |
| 1Y | -4.6% | +22.2% | -26.8% | -25.4% |
| 3Y | +146.4% | +222.2% | -75.8% | +7.4% |
| All | +146.4% | +221.1% | -74.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling