-4.9%
SHOP vs PNC
+32.8%
-37.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.6% | +6.5% |
| 7D | -9.0% | +2.3% | -11.3% | -9.8% |
| 30D | -4.4% | +7.0% | -11.4% | -7.1% |
| 3M | +24.1% | -7.3% | +31.4% | +29.0% |
| 6M | +20.0% | +8.9% | +11.1% | +14.2% |
| YTD | -4.9% | +15.5% | -20.5% | -15.3% |
| 1Y | -4.9% | +31.8% | -36.7% | -28.5% |
| All | -4.9% | +32.8% | -37.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling