+3,781.0%
SHOP vs PFGC
+351.0%
+3,430.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -1.2% | +3.4% | -4.6% | -2.1% |
| 30D | -14.7% | +16.9% | -31.7% | -18.4% |
| 3M | -7.2% | +6.4% | -13.6% | -8.9% |
| 6M | +54.2% | +16.0% | +38.2% | +47.7% |
| YTD | -8.6% | +23.6% | -32.3% | -14.7% |
| 1Y | +0.5% | +16.6% | -16.1% | -4.8% |
| 3Y | +135.9% | +82.3% | +53.7% | +99.5% |
| 5Y | -11.9% | +138.7% | -150.6% | -28.8% |
| All | +3,781.0% | +351.0% | +3,430.0% | +2,896.2% |
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