-14.6%
SHOP vs PNC
+49.2%
-63.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -4.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.0% |
| 30D | -18.3% | -4.4% | -13.9% | -15.1% |
| 3M | +14.8% | +4.5% | +10.3% | +10.3% |
| 6M | -5.0% | +19.1% | -24.1% | -19.3% |
| YTD | -21.2% | +18.0% | -39.3% | -32.9% |
| 1Y | -11.6% | +24.1% | -35.7% | -28.3% |
| 3Y | +101.2% | +130.0% | -28.8% | -4.5% |
| All | -14.6% | +49.2% | -63.7% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling