-9.3%
SHOP vs PFG
+110.7%
-120.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -6.3% |
| 7D | -4.1% | +6.0% | -10.1% | -9.2% |
| 30D | -11.5% | +2.2% | -13.7% | -13.4% |
| 3M | +21.1% | +10.4% | +10.7% | +9.6% |
| 6M | +3.0% | +27.8% | -24.8% | -19.1% |
| YTD | -16.7% | +33.6% | -50.3% | -37.8% |
| 1Y | -8.3% | +49.3% | -57.6% | -38.8% |
| 3Y | +112.8% | +69.7% | +43.1% | +25.9% |
| 5Y | -9.3% | +111.3% | -120.6% | -56.0% |
| All | -9.3% | +110.7% | -120.0% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling