+2,989.4%
SHOP vs PEGA
+170.9%
+2,818.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.2% |
| 7D | -10.6% | -6.1% | -4.5% | -7.0% |
| 30D | -18.3% | +6.4% | -24.7% | -21.4% |
| 3M | +14.8% | +2.9% | +11.9% | +11.3% |
| 6M | -5.0% | -23.8% | +18.8% | +9.9% |
| YTD | -21.2% | -41.1% | +19.8% | +5.0% |
| 1Y | -11.6% | -38.2% | +26.6% | +12.7% |
| 3Y | +101.2% | +49.8% | +51.4% | +23.1% |
| 5Y | -15.7% | -48.0% | +32.3% | +4.9% |
| 10Y | +2,989.4% | +173.1% | +2,816.3% | +1,993.2% |
| All | +2,989.4% | +170.9% | +2,818.5% | +1,993.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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