+8,844.7%
SHOP vs PEGA
+199.8%
+8,644.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +4.5% |
| 7D | -2.7% | -10.0% | +7.3% | +3.6% |
| 30D | -11.0% | -12.7% | +1.7% | -3.9% |
| 3M | +0.3% | -4.6% | +4.9% | +2.0% |
| 6M | +37.7% | -13.1% | +50.8% | +46.7% |
| YTD | -5.5% | -47.6% | +42.0% | +34.1% |
| 1Y | -0.2% | -47.0% | +46.8% | +40.4% |
| 3Y | +151.9% | +42.0% | +109.9% | +56.4% |
| 5Y | -2.2% | -47.8% | +45.6% | +18.7% |
| 10Y | +3,647.2% | +92.0% | +3,555.2% | +2,003.9% |
| All | +8,844.7% | +199.8% | +8,644.9% | +3,010.7% |
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