+4,219.9%
SHOP vs PFGC
+488.3%
+3,731.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.0% |
| 7D | -2.7% | +10.8% | -13.5% | -5.4% |
| 30D | -11.0% | +17.8% | -28.8% | -15.0% |
| 3M | +0.3% | -2.7% | +3.0% | +0.8% |
| 6M | +37.7% | +20.0% | +17.7% | +30.7% |
| YTD | -5.5% | +24.3% | -29.8% | -11.9% |
| 1Y | -0.2% | +13.2% | -13.4% | -4.6% |
| 3Y | +151.9% | +85.9% | +66.0% | +112.3% |
| 5Y | -2.2% | +141.0% | -143.2% | -21.1% |
| 10Y | +3,647.2% | +370.6% | +3,276.6% | +2,587.3% |
| All | +4,219.9% | +488.3% | +3,731.6% | +2,826.0% |
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