+8,524.1%
SHOP vs PBF
+227.0%
+8,297.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -3.2% |
| 7D | +2.8% | -15.3% | +18.1% | +4.0% |
| 30D | -14.2% | -21.8% | +7.6% | -12.9% |
| 3M | -5.5% | -0.2% | -5.3% | -6.1% |
| 6M | +32.8% | +63.6% | -30.8% | +26.2% |
| YTD | -8.9% | +147.5% | -156.4% | -17.4% |
| 1Y | -7.7% | +69.8% | -77.6% | -13.6% |
| 3Y | +139.0% | +65.3% | +73.7% | +118.5% |
| 5Y | -0.5% | +393.4% | -393.9% | -18.3% |
| 10Y | +3,557.0% | +240.3% | +3,316.7% | +2,923.7% |
| All | +8,524.1% | +227.0% | +8,297.1% | +8,691.0% |
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 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