-2.2%
SHOP vs PEGA
-47.0%
+44.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +4.3% |
| 7D | -2.7% | -10.0% | +7.3% | +3.1% |
| 30D | -11.0% | -12.7% | +1.7% | -4.5% |
| 3M | +0.3% | -4.6% | +4.9% | +1.9% |
| 6M | +37.7% | -13.1% | +50.8% | +46.2% |
| YTD | -5.5% | -47.6% | +42.0% | +30.7% |
| 1Y | -0.2% | -47.0% | +46.8% | +37.0% |
| 3Y | +151.9% | +42.0% | +109.9% | +58.4% |
| 5Y | -2.2% | -47.8% | +45.6% | +42.5% |
| All | -2.2% | -47.0% | +44.8% | +42.5% |
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