-2.2%
SHOP vs PFG
+101.8%
-104.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | -1.6% |
| 7D | -2.7% | +2.3% | -4.9% | -4.6% |
| 30D | -11.0% | +7.6% | -18.6% | -16.7% |
| 3M | +0.3% | +2.5% | -2.2% | -2.7% |
| 6M | +37.7% | +16.6% | +21.1% | +17.2% |
| YTD | -5.5% | +34.1% | -39.6% | -30.5% |
| 1Y | -0.2% | +44.1% | -44.3% | -31.6% |
| 3Y | +151.9% | +86.3% | +65.6% | +33.0% |
| 5Y | -2.2% | +101.6% | -103.8% | -53.6% |
| All | -2.2% | +101.8% | -104.0% | -53.6% |
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 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