-2.9%
SHOP vs PWR
+348.8%
-351.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.3% | -2.7% | +0.7% |
| 7D | -5.4% | -12.9% | +7.4% | -0.8% |
| 30D | -10.3% | -22.8% | +12.5% | -0.5% |
| 3M | +1.0% | -19.0% | +20.0% | +8.2% |
| 6M | +41.2% | -31.1% | +72.3% | +60.0% |
| YTD | -7.5% | +28.3% | -35.7% | -33.7% |
| 1Y | -4.6% | +22.2% | -26.8% | -29.3% |
| 3Y | +146.4% | +222.2% | -75.8% | -19.8% |
| All | -2.9% | +348.8% | -351.7% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling