-9.3%
SHOP vs PBF
+735.5%
-744.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.8% | -7.8% |
| 7D | -4.1% | +2.4% | -6.5% | -4.3% |
| 30D | -11.5% | +24.9% | -36.4% | -13.1% |
| 3M | +21.1% | +81.9% | -60.8% | +14.4% |
| 6M | +3.0% | +79.4% | -76.4% | -3.4% |
| YTD | -16.7% | +188.3% | -205.0% | -26.3% |
| 1Y | -8.3% | +177.3% | -185.5% | -19.0% |
| 3Y | +112.8% | +56.0% | +56.8% | +87.9% |
| 5Y | -9.3% | +804.0% | -813.3% | -35.7% |
| All | -9.3% | +735.5% | -744.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling