-11.6%
SHOP vs PFGC
-8.5%
-3.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.3% |
| 7D | -10.6% | -3.7% | -6.9% | -10.3% |
| 30D | -18.3% | -16.0% | -2.3% | -17.0% |
| 3M | +14.8% | -4.1% | +19.0% | +16.5% |
| 6M | -5.0% | +8.7% | -13.7% | -4.0% |
| YTD | -21.2% | +6.4% | -27.6% | -19.2% |
| 1Y | -11.6% | -8.4% | -3.2% | -10.9% |
| All | -11.6% | -8.5% | -3.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling