+8,434.7%
SHOP vs PBF
+268.8%
+8,165.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -5.1% | +4.3% | -9.4% | -5.4% |
| 30D | +0.6% | +22.0% | -21.4% | -1.0% |
| 3M | +25.0% | +74.5% | -49.5% | +19.0% |
| 6M | +11.9% | +67.7% | -55.8% | +6.1% |
| YTD | -9.9% | +179.2% | -189.0% | -18.6% |
| 1Y | 0.0% | +170.0% | -170.0% | -9.9% |
| 3Y | +117.5% | +66.4% | +51.1% | +99.4% |
| 5Y | -6.6% | +764.5% | -771.1% | -26.4% |
| 10Y | +3,320.3% | +358.5% | +2,961.8% | +2,607.5% |
| All | +8,434.7% | +268.8% | +8,165.9% | +8,563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling