+8,434.7%
SHOP vs PFE
+43.8%
+8,390.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -5.1% | +1.8% | -6.9% | -5.7% |
| 30D | +0.6% | +10.2% | -9.6% | -2.7% |
| 3M | +25.0% | +12.7% | +12.4% | +20.1% |
| 6M | +11.9% | +10.5% | +1.4% | +8.0% |
| YTD | -9.9% | +20.2% | -30.0% | -15.6% |
| 1Y | 0.0% | +24.1% | -24.1% | -7.8% |
| 3Y | +117.5% | -3.6% | +121.1% | +115.4% |
| 5Y | -6.6% | -20.9% | +14.2% | -3.4% |
| 10Y | +3,320.3% | +35.8% | +3,284.5% | +2,609.2% |
| All | +8,434.7% | +43.8% | +8,390.9% | +6,847.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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