+120.5%
SHOP vs PCAR
+66.6%
+54.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | +0.6% | -6.2% | +6.8% | +4.0% |
| 3M | +25.0% | +5.9% | +19.1% | +20.3% |
| 6M | +11.9% | +0.4% | +11.5% | +10.3% |
| YTD | -9.9% | +14.8% | -24.7% | -18.8% |
| 1Y | 0.0% | +30.1% | -30.1% | -17.1% |
| All | +120.5% | +66.6% | +54.0% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling