+99.5%
SHOP vs PEG
+31.8%
+67.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -11.2% | -0.9% | -10.4% | -11.1% |
| 30D | -14.4% | -3.7% | -10.7% | -13.7% |
| 3M | +16.6% | -7.3% | +23.9% | +18.4% |
| 6M | -0.6% | -10.5% | +9.9% | +1.9% |
| YTD | -20.0% | -7.5% | -12.5% | -19.3% |
| 1Y | -11.2% | -8.7% | -2.5% | -10.1% |
| 3Y | +99.5% | +31.4% | +68.1% | +80.1% |
| All | +99.5% | +31.8% | +67.7% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling