-7.7%
SHOP vs PBF
+82.1%
-89.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -4.3% |
| 7D | +2.8% | -15.3% | +18.1% | +0.4% |
| 30D | -14.2% | -21.8% | +7.6% | -16.9% |
| 3M | -5.5% | -0.2% | -5.3% | -4.9% |
| 6M | +32.8% | +63.6% | -30.8% | +41.0% |
| YTD | -8.9% | +147.5% | -156.4% | -0.6% |
| 1Y | -7.7% | +69.8% | -77.6% | +4.6% |
| All | -7.7% | +82.1% | -89.9% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling