+151.9%
SHOP vs PEGA
+37.6%
+114.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +3.7% |
| 7D | -2.7% | -10.0% | +7.3% | +1.5% |
| 30D | -11.0% | -12.7% | +1.7% | -6.2% |
| 3M | +0.3% | -4.6% | +4.9% | +1.7% |
| 6M | +37.7% | -13.1% | +50.8% | +44.1% |
| YTD | -5.5% | -47.6% | +42.0% | +18.2% |
| 1Y | -0.2% | -47.0% | +46.8% | +24.3% |
| 3Y | +151.9% | +42.0% | +109.9% | +111.0% |
| All | +151.9% | +37.6% | +114.3% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling