-0.5%
SHOP vs PCAR
+117.0%
-117.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +2.8% | +3.5% | -0.6% | +0.6% |
| 30D | -14.2% | -2.3% | -11.9% | -12.9% |
| 3M | -5.5% | -19.3% | +13.8% | +8.4% |
| 6M | +32.8% | -7.1% | +39.9% | +37.2% |
| YTD | -8.9% | -2.8% | -6.1% | -10.5% |
| 1Y | -7.7% | +9.3% | -17.0% | -16.8% |
| 3Y | +139.0% | +33.5% | +105.5% | +70.4% |
| 5Y | -0.5% | +112.6% | -113.2% | -56.0% |
| All | -0.5% | +117.0% | -117.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling