+2,945.6%
SHOP vs PEG
+148.7%
+2,796.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -5.0% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | -18.3% | -1.7% | -16.6% | -17.9% |
| 3M | +14.8% | -6.8% | +21.6% | +17.2% |
| 6M | -5.0% | -11.4% | +6.3% | -1.8% |
| YTD | -21.2% | -7.2% | -14.0% | -20.1% |
| 1Y | -11.6% | -6.1% | -5.5% | -10.9% |
| 3Y | +101.2% | +31.8% | +69.5% | +78.9% |
| 5Y | -15.7% | +35.6% | -51.3% | -26.2% |
| All | +2,945.6% | +148.7% | +2,796.9% | +2,195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling