-5.6%
SHOP vs PEGA
-46.5%
+40.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -5.1% | +3.3% | -8.4% | -6.8% |
| 30D | +0.6% | +17.7% | -17.2% | -8.5% |
| 3M | +25.0% | +5.8% | +19.2% | +19.5% |
| 6M | +11.9% | -20.3% | +32.2% | +24.7% |
| YTD | -9.9% | -37.1% | +27.3% | +13.4% |
| 1Y | 0.0% | -30.2% | +30.2% | +16.8% |
| 3Y | +117.5% | +48.1% | +69.4% | +38.9% |
| All | -5.6% | -46.5% | +40.9% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling