+8,844.7%
SHOP vs PBF
+245.1%
+8,599.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +1.9% |
| 7D | -2.7% | -7.4% | +4.7% | -2.2% |
| 30D | -11.0% | -17.5% | +6.5% | -10.0% |
| 3M | +0.3% | +13.1% | -12.8% | -1.2% |
| 6M | +37.7% | +72.6% | -34.9% | +30.4% |
| YTD | -5.5% | +161.2% | -166.7% | -14.6% |
| 1Y | -0.2% | +93.3% | -93.6% | -7.5% |
| 3Y | +151.9% | +80.7% | +71.2% | +128.8% |
| 5Y | -2.2% | +396.1% | -398.3% | -19.7% |
| 10Y | +3,647.2% | +252.3% | +3,394.9% | +2,996.5% |
| All | +8,844.7% | +245.1% | +8,599.6% | +8,983.6% |
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 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