-4.6%
SHOP vs PCG
-20.1%
+15.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +3.5% |
| 7D | -5.4% | -1.6% | -3.9% | -5.5% |
| 30D | -10.3% | +1.4% | -11.7% | -10.2% |
| 3M | +1.0% | -23.4% | +24.4% | -1.0% |
| 6M | +41.2% | -19.4% | +60.6% | +41.7% |
| YTD | -7.5% | -18.5% | +11.0% | -4.9% |
| 1Y | -4.6% | -19.5% | +15.0% | -2.2% |
| All | -4.6% | -20.1% | +15.5% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling