+8,524.1%
SHOP vs PCG
-72.4%
+8,596.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -14.2% | +0.8% | -14.9% | -14.3% |
| 3M | -5.5% | -22.0% | +16.5% | -3.4% |
| 6M | +32.8% | -17.1% | +49.9% | +34.6% |
| YTD | -8.9% | -16.9% | +7.9% | -7.9% |
| 1Y | -7.7% | -19.1% | +11.3% | -6.4% |
| 3Y | +139.0% | -19.4% | +158.5% | +142.0% |
| 5Y | -0.5% | +9.0% | -9.5% | -1.9% |
| 10Y | +3,557.0% | -76.2% | +3,633.2% | +3,808.6% |
| All | +8,524.1% | -72.4% | +8,596.5% | +8,856.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling