-2.9%
SHOP vs PCG
+13.7%
-16.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.4% |
| 7D | -5.4% | -1.6% | -3.9% | -4.8% |
| 30D | -10.3% | +1.4% | -11.7% | -10.8% |
| 3M | +1.0% | -23.4% | +24.4% | +10.5% |
| 6M | +41.2% | -19.4% | +60.6% | +49.3% |
| YTD | -7.5% | -18.5% | +11.0% | -4.2% |
| 1Y | -4.6% | -19.5% | +15.0% | -0.7% |
| 3Y | +146.4% | -21.0% | +167.4% | +149.4% |
| All | -2.9% | +13.7% | -16.7% | -24.5% |
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 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