+3,608.8%
SHOP vs PCG
-77.4%
+3,686.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +3.8% |
| 7D | -5.4% | -1.6% | -3.9% | -5.3% |
| 30D | -10.3% | +1.4% | -11.7% | -10.4% |
| 3M | +1.0% | -23.4% | +24.4% | +3.4% |
| 6M | +41.2% | -19.4% | +60.6% | +43.5% |
| YTD | -7.5% | -18.5% | +11.0% | -6.3% |
| 1Y | -4.6% | -19.5% | +15.0% | -3.2% |
| 3Y | +146.4% | -21.0% | +167.4% | +149.9% |
| 5Y | -2.5% | +13.7% | -16.3% | -4.0% |
| All | +3,608.8% | -77.4% | +3,686.2% | +3,606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling