-12.1%
SHOP vs PCG
+6.9%
-19.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +2.1% | -2.0% | +4.1% | +2.9% |
| 30D | -16.8% | -2.7% | -14.1% | -16.0% |
| 3M | -2.4% | -25.1% | +22.7% | +8.0% |
| 6M | +47.0% | -22.3% | +69.3% | +58.6% |
| YTD | -8.8% | -18.5% | +9.7% | -5.6% |
| 1Y | -6.3% | -21.8% | +15.6% | -0.8% |
| 3Y | +139.3% | -21.0% | +160.3% | +142.0% |
| 5Y | -12.1% | +8.1% | -20.2% | -32.1% |
| All | -12.1% | +6.9% | -19.0% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling