+2,989.4%
SHOP vs PBF
+351.3%
+2,638.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.4% |
| 7D | -10.6% | +1.4% | -12.0% | -10.7% |
| 30D | -18.3% | +15.8% | -34.1% | -19.2% |
| 3M | +14.8% | +90.3% | -75.4% | +9.3% |
| 6M | -5.0% | +102.8% | -107.8% | -10.6% |
| YTD | -21.2% | +187.3% | -208.6% | -28.2% |
| 1Y | -11.6% | +161.8% | -173.5% | -19.1% |
| 3Y | +101.2% | +55.5% | +45.8% | +86.5% |
| 5Y | -15.7% | +801.9% | -817.6% | -31.3% |
| 10Y | +2,989.4% | +362.2% | +2,627.2% | +2,792.0% |
| All | +2,989.4% | +351.3% | +2,638.1% | +2,792.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling