+4,065.1%
SHOP vs PFGC
+484.2%
+3,580.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +2.8% | +15.0% | -12.2% | -1.1% |
| 30D | -14.2% | +17.0% | -31.2% | -17.9% |
| 3M | -5.5% | -2.5% | -3.1% | -5.1% |
| 6M | +32.8% | +19.2% | +13.6% | +26.3% |
| YTD | -8.9% | +23.4% | -32.4% | -14.9% |
| 1Y | -7.7% | +13.9% | -21.6% | -11.9% |
| 3Y | +139.0% | +82.0% | +57.0% | +102.5% |
| 5Y | -0.5% | +128.7% | -129.2% | -19.1% |
| 10Y | +3,557.0% | +361.5% | +3,195.5% | +2,535.1% |
| All | +4,065.1% | +484.2% | +3,580.8% | +2,726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling