+3,557.0%
SHOP vs PCAR
+292.6%
+3,264.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +2.8% | +3.8% | -1.0% | +0.9% |
| 30D | -14.2% | -2.0% | -12.2% | -13.3% |
| 3M | -5.5% | -19.1% | +13.6% | +5.5% |
| 6M | +32.8% | -6.8% | +39.6% | +36.5% |
| YTD | -8.9% | -2.5% | -6.5% | -9.6% |
| 1Y | -7.7% | +9.7% | -17.4% | -14.1% |
| 3Y | +139.0% | +34.0% | +105.1% | +95.7% |
| 5Y | -0.5% | +113.3% | -113.9% | -35.9% |
| 10Y | +3,557.0% | +278.2% | +3,278.8% | +1,639.4% |
| All | +3,557.0% | +292.6% | +3,264.4% | +1,639.4% |
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