-4.6%
SHOP vs PCAR
+3.7%
-8.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.4% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -10.3% | -4.6% | -5.7% | -9.1% |
| 3M | +1.0% | -22.6% | +23.6% | +9.1% |
| 6M | +41.2% | -12.0% | +53.2% | +45.7% |
| YTD | -7.5% | -6.1% | -1.4% | -12.2% |
| 1Y | -4.6% | +6.3% | -10.9% | -17.7% |
| All | -4.6% | +3.7% | -8.3% | -17.7% |
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