+2,989.4%
SHOP vs PFG
+239.8%
+2,749.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.0% |
| 7D | -10.6% | +3.2% | -13.8% | -12.0% |
| 30D | -18.3% | +0.9% | -19.2% | -18.6% |
| 3M | +14.8% | +7.7% | +7.1% | +10.6% |
| 6M | -5.0% | +29.0% | -34.0% | -16.2% |
| YTD | -21.2% | +32.5% | -53.7% | -31.5% |
| 1Y | -11.6% | +47.3% | -58.9% | -27.0% |
| 3Y | +101.2% | +68.2% | +33.0% | +59.6% |
| 5Y | -15.7% | +108.5% | -124.2% | -36.5% |
| 10Y | +2,989.4% | +241.4% | +2,748.1% | +1,730.1% |
| All | +2,989.4% | +239.8% | +2,749.7% | +1,730.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling