-15.7%
SHOP vs PEG
+32.7%
-48.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.7% |
| 7D | -10.6% | -1.0% | -9.6% | -10.3% |
| 30D | -18.3% | -2.6% | -15.7% | -17.6% |
| 3M | +14.8% | -7.6% | +22.4% | +17.8% |
| 6M | -5.0% | -12.2% | +7.1% | -1.0% |
| YTD | -21.2% | -8.1% | -13.2% | -19.8% |
| 1Y | -11.6% | -7.0% | -4.6% | -10.7% |
| 3Y | +101.2% | +30.6% | +70.6% | +70.8% |
| 5Y | -15.7% | +34.4% | -50.1% | -31.7% |
| All | -15.7% | +32.7% | -48.4% | -31.7% |
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