+8,434.7%
SHOP vs PFG
+238.1%
+8,196.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -5.1% | +5.5% | -10.6% | -7.6% |
| 30D | +0.6% | +2.4% | -1.8% | -0.6% |
| 3M | +25.0% | +13.6% | +11.5% | +17.0% |
| 6M | +11.9% | +27.9% | -16.0% | -1.2% |
| YTD | -9.9% | +35.6% | -45.4% | -22.8% |
| 1Y | 0.0% | +48.5% | -48.5% | -18.2% |
| 3Y | +117.5% | +66.9% | +50.6% | +71.4% |
| 5Y | -6.6% | +111.0% | -117.6% | -31.3% |
| 10Y | +3,320.3% | +244.5% | +3,075.8% | +1,707.1% |
| All | +8,434.7% | +238.1% | +8,196.6% | +4,430.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling