+137.9%
SHOP vs PCOR
+44.3%
+93.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -13.9% | +23.7% | -37.6% | -25.1% |
| 30D | -12.6% | +39.0% | -51.6% | -29.4% |
| 3M | -0.3% | +35.8% | -36.1% | -18.8% |
| 6M | +33.6% | +38.2% | -4.7% | +6.3% |
| YTD | -10.7% | +3.9% | -14.6% | -15.5% |
| 1Y | -11.8% | +5.7% | -17.4% | -18.1% |
| All | +137.9% | +44.3% | +93.6% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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