+8,355.9%
SHOP vs PCAR
+262.0%
+8,093.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.2% |
| 7D | -13.9% | +2.2% | -16.0% | -14.7% |
| 30D | -12.6% | -4.4% | -8.2% | -10.5% |
| 3M | -0.3% | -21.4% | +21.1% | +12.9% |
| 6M | +33.6% | -7.3% | +40.9% | +37.6% |
| YTD | -10.7% | -3.8% | -6.9% | -10.6% |
| 1Y | -11.8% | +6.3% | -18.1% | -16.3% |
| 3Y | +133.9% | +34.4% | +99.5% | +92.4% |
| 5Y | -5.9% | +109.2% | -115.1% | -38.1% |
| 10Y | +3,571.8% | +312.9% | +3,258.9% | +1,519.1% |
| All | +8,355.9% | +262.0% | +8,093.9% | +3,751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling