+151.9%
SHOP vs PBF
+74.2%
+77.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.9% |
| 7D | -2.7% | -7.4% | +4.7% | -2.3% |
| 30D | -11.0% | -17.5% | +6.5% | -10.0% |
| 3M | +0.3% | +13.1% | -12.8% | -1.7% |
| 6M | +37.7% | +72.6% | -34.9% | +27.0% |
| YTD | -5.5% | +161.2% | -166.7% | -21.5% |
| 1Y | -0.2% | +93.3% | -93.6% | -11.8% |
| 3Y | +151.9% | +80.7% | +71.2% | +98.9% |
| All | +151.9% | +74.2% | +77.7% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling