+3,781.0%
SHOP vs PEG
+171.2%
+3,609.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -1.2% | +4.5% | -5.7% | -2.6% |
| 30D | -14.7% | +7.5% | -22.3% | -16.7% |
| 3M | -7.2% | +0.8% | -8.1% | -7.6% |
| 6M | +54.2% | 0.0% | +54.2% | +53.3% |
| YTD | -8.6% | -3.0% | -5.6% | -8.7% |
| 1Y | +0.5% | -4.7% | +5.3% | +1.1% |
| 3Y | +135.9% | +36.5% | +99.5% | +107.2% |
| 5Y | -11.9% | +44.4% | -56.3% | -24.4% |
| All | +3,781.0% | +171.2% | +3,609.8% | +2,798.1% |
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