+135.5%
SHOP vs PCG
-21.0%
+156.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +2.1% | -2.0% | +4.1% | +2.4% |
| 30D | -16.8% | -2.7% | -14.1% | -16.5% |
| 3M | -2.4% | -25.1% | +22.7% | +2.4% |
| 6M | +47.0% | -22.3% | +69.3% | +52.6% |
| YTD | -8.8% | -18.5% | +9.7% | -7.5% |
| 1Y | -6.3% | -21.8% | +15.6% | -3.4% |
| All | +135.5% | -21.0% | +156.4% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling