-8.3%
SHOP vs PEGA
-35.6%
+27.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.2% | -3.4% | -5.5% |
| 7D | -4.1% | -2.4% | -1.7% | -2.8% |
| 30D | -11.5% | +9.6% | -21.2% | -15.6% |
| 3M | +21.1% | +2.3% | +18.7% | +18.1% |
| 6M | +3.0% | -23.9% | +26.9% | +14.1% |
| YTD | -16.7% | -39.8% | +23.1% | -0.8% |
| 1Y | -8.3% | -37.4% | +29.1% | +8.1% |
| All | -8.3% | -35.6% | +27.3% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling