+3,596.7%
SHOP vs PFGC
+362.5%
+3,234.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +2.8% | +15.0% | -12.2% | -1.2% |
| 30D | -14.2% | +17.0% | -31.2% | -17.9% |
| 3M | -5.5% | -2.5% | -3.1% | -5.1% |
| 6M | +32.8% | +19.2% | +13.6% | +26.2% |
| YTD | -8.9% | +23.4% | -32.4% | -15.0% |
| 1Y | -7.7% | +13.9% | -21.6% | -12.0% |
| 3Y | +139.0% | +82.0% | +57.0% | +102.1% |
| 5Y | -0.5% | +128.7% | -129.2% | -19.3% |
| All | +3,596.7% | +362.5% | +3,234.2% | +2,732.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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