-0.5%
SHOP vs PEG
+41.8%
-42.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +2.8% | +2.6% | +0.3% | +2.0% |
| 30D | -14.2% | +3.3% | -17.5% | -15.2% |
| 3M | -5.5% | +1.1% | -6.6% | -6.0% |
| 6M | +32.8% | -1.4% | +34.2% | +32.6% |
| YTD | -8.9% | -4.6% | -4.3% | -8.6% |
| 1Y | -7.7% | -7.2% | -0.5% | -6.1% |
| 3Y | +139.0% | +33.7% | +105.3% | +99.3% |
| 5Y | -0.5% | +40.8% | -41.4% | -20.7% |
| All | -0.5% | +41.8% | -42.3% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling