+7,358.2%
SHOP vs PG
+141.3%
+7,216.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.4% | -4.7% |
| 7D | -10.6% | -3.4% | -7.2% | -9.4% |
| 30D | -18.3% | -2.6% | -15.7% | -17.4% |
| 3M | +14.8% | -3.3% | +18.2% | +16.4% |
| 6M | -5.0% | -6.7% | +1.7% | -2.8% |
| YTD | -21.2% | +1.7% | -23.0% | -23.0% |
| 1Y | -11.6% | -7.9% | -3.7% | -9.9% |
| 3Y | +101.2% | +0.9% | +100.3% | +91.1% |
| 5Y | -15.7% | +12.6% | -28.3% | -25.2% |
| 10Y | +2,989.4% | +117.2% | +2,872.2% | +1,955.6% |
| All | +7,358.2% | +141.3% | +7,216.9% | +3,988.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling