-15.7%
SHOP vs PFGC
+111.7%
-127.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.6% |
| 7D | -10.6% | -3.7% | -6.9% | -8.0% |
| 30D | -18.3% | -16.0% | -2.3% | -7.5% |
| 3M | +14.8% | -4.1% | +19.0% | +18.0% |
| 6M | -5.0% | +8.7% | -13.7% | -12.2% |
| YTD | -21.2% | +6.4% | -27.6% | -27.8% |
| 1Y | -11.6% | -8.4% | -3.2% | -9.4% |
| 3Y | +101.2% | +61.8% | +39.5% | +25.7% |
| 5Y | -15.7% | +108.7% | -124.4% | -58.3% |
| All | -15.7% | +111.7% | -127.4% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling