-4.9%
SHOP vs PFG
+46.8%
-51.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.1% | +3.2% | +5.5% |
| 7D | -9.0% | +4.9% | -13.9% | -10.8% |
| 30D | -4.4% | +5.7% | -10.1% | -6.6% |
| 3M | +24.1% | +2.6% | +21.6% | +22.4% |
| 6M | +20.0% | +19.8% | +0.2% | +7.1% |
| YTD | -4.9% | +36.3% | -41.2% | -21.9% |
| 1Y | -4.9% | +47.9% | -52.8% | -27.6% |
| All | -4.9% | +46.8% | -51.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling