+8,524.1%
SHOP vs PFG
+236.1%
+8,288.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +2.8% | +3.0% | -0.1% | +1.5% |
| 30D | -14.2% | +8.2% | -22.3% | -17.4% |
| 3M | -5.5% | +2.7% | -8.2% | -7.0% |
| 6M | +32.8% | +17.2% | +15.6% | +22.2% |
| YTD | -8.9% | +34.8% | -43.7% | -22.0% |
| 1Y | -7.7% | +43.6% | -51.3% | -23.3% |
| 3Y | +139.0% | +85.4% | +53.6% | +79.4% |
| 5Y | -0.5% | +102.2% | -102.7% | -25.9% |
| 10Y | +3,557.0% | +190.2% | +3,366.8% | +2,035.7% |
| All | +8,524.1% | +236.1% | +8,288.0% | +4,482.4% |
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