-6.3%
SHOP vs PENG
+136.5%
-142.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.7% |
| 7D | +2.1% | +34.6% | -32.5% | +1.1% |
| 30D | -16.8% | -35.9% | +19.1% | -16.4% |
| 3M | -2.4% | -14.7% | +12.3% | -2.1% |
| 6M | +47.0% | +13.5% | +33.5% | +40.4% |
| YTD | -8.8% | +156.1% | -165.0% | -32.7% |
| 1Y | -6.3% | +141.3% | -147.6% | -28.9% |
| All | -6.3% | +136.5% | -142.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling