+19.4%
SHOP vs PCOR
-30.9%
+50.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +2.5% |
| 7D | -5.1% | -9.0% | +3.9% | +1.4% |
| 30D | +0.6% | +4.2% | -3.6% | -2.7% |
| 3M | +25.0% | +14.4% | +10.6% | +11.6% |
| 6M | +11.9% | +0.2% | +11.7% | +9.5% |
| YTD | -9.9% | -20.3% | +10.4% | +2.8% |
| 1Y | 0.0% | -16.1% | +16.1% | +8.0% |
| 3Y | +117.5% | -14.7% | +132.2% | +113.9% |
| 5Y | -6.6% | -43.2% | +36.5% | -4.6% |
| All | +19.4% | -30.9% | +50.4% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling