+3,647.2%
SHOP vs PCAR
+326.7%
+3,320.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +0.2% |
| 7D | -2.7% | +2.9% | -5.6% | -4.0% |
| 30D | -11.0% | -2.1% | -8.9% | -10.0% |
| 3M | +0.3% | -20.4% | +20.7% | +12.9% |
| 6M | +37.7% | -7.0% | +44.7% | +41.7% |
| YTD | -5.5% | -2.6% | -2.9% | -6.1% |
| 1Y | -0.2% | +9.8% | -10.0% | -7.2% |
| 3Y | +151.9% | +37.3% | +114.6% | +103.7% |
| 5Y | -2.2% | +116.4% | -118.6% | -37.2% |
| 10Y | +3,647.2% | +293.0% | +3,354.2% | +1,726.4% |
| All | +3,647.2% | +326.7% | +3,320.5% | +1,726.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling