-11.2%
SHOP vs PNC
+36.8%
-48.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.3% |
| 7D | -1.2% | +3.1% | -4.3% | -3.8% |
| 30D | -14.7% | +7.6% | -22.4% | -19.9% |
| 3M | -7.2% | -8.1% | +0.9% | -0.3% |
| 6M | +54.2% | +12.6% | +41.6% | +37.5% |
| YTD | -8.6% | +15.0% | -23.6% | -20.9% |
| 1Y | +0.5% | +30.4% | -29.9% | -22.6% |
| 3Y | +135.9% | +116.1% | +19.8% | +15.0% |
| All | -11.2% | +36.8% | -48.0% | -34.5% |
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