+2,989.4%
SHOP vs PFGC
+287.3%
+2,702.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.1% |
| 7D | -10.6% | -3.7% | -6.9% | -9.6% |
| 30D | -18.3% | -16.0% | -2.3% | -14.3% |
| 3M | +14.8% | -4.1% | +19.0% | +16.2% |
| 6M | -5.0% | +8.7% | -13.7% | -7.4% |
| YTD | -21.2% | +6.4% | -27.6% | -23.3% |
| 1Y | -11.6% | -8.4% | -3.2% | -10.5% |
| 3Y | +101.2% | +61.8% | +39.5% | +76.3% |
| 5Y | -15.7% | +108.7% | -124.4% | -29.3% |
| 10Y | +2,989.4% | +298.1% | +2,691.3% | +2,267.5% |
| All | +2,989.4% | +287.3% | +2,702.1% | +2,267.5% |
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