-2.2%
SHOP vs PFGC
+135.8%
-138.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | -0.8% |
| 7D | -2.7% | +10.8% | -13.5% | -10.0% |
| 30D | -11.0% | +17.8% | -28.8% | -21.6% |
| 3M | +0.3% | -2.7% | +3.0% | +1.5% |
| 6M | +37.7% | +20.0% | +17.7% | +18.4% |
| YTD | -5.5% | +24.3% | -29.8% | -23.6% |
| 1Y | -0.2% | +13.2% | -13.4% | -13.1% |
| 3Y | +151.9% | +85.9% | +66.0% | +38.3% |
| 5Y | -2.2% | +141.0% | -143.2% | -58.4% |
| All | -2.2% | +135.8% | -138.0% | -58.4% |
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