-4.9%
SHOP vs PCAR
+12.4%
-17.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.3% | +6.0% |
| 7D | -9.0% | +3.7% | -12.7% | -10.1% |
| 30D | -4.4% | -2.9% | -1.5% | -3.7% |
| 3M | +24.1% | -21.7% | +45.8% | +33.8% |
| 6M | +20.0% | -6.6% | +26.6% | +21.3% |
| YTD | -4.9% | -2.2% | -2.7% | -10.9% |
| 1Y | -4.9% | +12.2% | -17.1% | -20.5% |
| All | -4.9% | +12.4% | -17.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling