+8,434.7%
SHOP vs PCAR
+332.0%
+8,102.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 6M | +11.9% | +0.4% | +11.5% | +10.5% |
| YTD | -9.9% | +14.8% | -24.7% | -17.6% |
| 1Y | 0.0% | +30.1% | -30.1% | -15.0% |
| 3Y | +117.5% | +66.7% | +50.8% | +60.3% |
| 5Y | -6.6% | +166.1% | -172.8% | -45.5% |
| 10Y | +3,320.3% | +353.7% | +2,966.6% | +1,334.5% |
| All | +8,434.7% | +332.0% | +8,102.7% | +3,447.0% |
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