The problem is that the keyboard combo is for a Screen, or part of, shot. This also applies to the utility called Grab, which is in the Utilities folder.
It takes pictures only of what appears on the screen.
After you have saved it, in picture format, if you print the picture, one of the options in the print dialog is to save it as a PDF document.
One way around it would be to make the original document small enough to fit on the screen. Capture it and then
print to PDF. View with Reader or Preview at 300% and you have something approaching original size again.
There must be some shareware out there that will capture an entire window, regardless of size, but I have not looked for it.