+4,021.9%
SHOP vs PFGC
+419.1%
+3,602.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | +0.6% | -11.9% | +12.5% | +4.0% |
| 3M | +25.0% | +5.0% | +20.0% | +23.3% |
| 6M | +11.9% | +8.6% | +3.3% | +9.1% |
| YTD | -9.9% | +9.7% | -19.6% | -12.9% |
| 1Y | 0.0% | -6.3% | +6.2% | +0.6% |
| 3Y | +117.5% | +58.2% | +59.3% | +91.7% |
| 5Y | -6.6% | +110.4% | -117.1% | -21.9% |
| 10Y | +3,320.3% | +272.8% | +3,047.6% | +2,492.1% |
| All | +4,021.9% | +419.1% | +3,602.8% | +2,792.2% |
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