+18.3%
SHOP vs PCOR
-10.0%
+28.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -13.9% | +23.7% | -37.6% | -26.6% |
| 30D | -12.6% | +39.0% | -51.6% | -31.4% |
| 3M | -0.3% | +35.8% | -36.1% | -21.2% |
| 6M | +33.6% | +38.2% | -4.7% | +2.7% |
| YTD | -10.7% | +3.9% | -14.6% | -16.7% |
| 1Y | -11.8% | +5.7% | -17.4% | -19.7% |
| 3Y | +133.9% | +44.8% | +89.1% | +58.7% |
| 5Y | -5.9% | -19.8% | +13.9% | -22.1% |
| All | +18.3% | -10.0% | +28.3% | -3.6% |
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