+8,434.7%
SHOP vs PEGA
+259.4%
+8,175.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -5.1% | +3.3% | -8.4% | -7.0% |
| 30D | +0.6% | +17.7% | -17.2% | -9.3% |
| 3M | +25.0% | +5.8% | +19.2% | +18.9% |
| 6M | +11.9% | -20.3% | +32.2% | +25.9% |
| YTD | -9.9% | -37.1% | +27.3% | +15.6% |
| 1Y | 0.0% | -30.2% | +30.2% | +18.1% |
| 3Y | +117.5% | +48.1% | +69.4% | +34.7% |
| 5Y | -6.6% | -46.8% | +40.1% | +14.1% |
| 10Y | +3,320.3% | +191.3% | +3,129.0% | +1,376.4% |
| All | +8,434.7% | +259.4% | +8,175.3% | +2,580.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling