-12.8%
SHOP vs PG
+14.0%
-26.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | -11.2% | -0.8% | -10.4% | -11.0% |
| 30D | -14.4% | +0.8% | -15.2% | -14.5% |
| 3M | +16.6% | -1.3% | +17.9% | +17.0% |
| 6M | -0.6% | -3.8% | +3.3% | +0.3% |
| YTD | -20.0% | +3.6% | -23.6% | -21.8% |
| 1Y | -11.2% | -5.7% | -5.5% | -10.4% |
| 3Y | +99.5% | +1.6% | +97.9% | +87.3% |
| All | -12.8% | +14.0% | -26.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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