-2.9%
SHOP vs PENG
+42.1%
-45.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.4% | -8.8% | +0.2% |
| 7D | -5.4% | -19.4% | +14.0% | -1.4% |
| 30D | -10.3% | -42.4% | +32.1% | +2.1% |
| 3M | +1.0% | -25.6% | +26.6% | +5.0% |
| 6M | +41.2% | +7.3% | +33.9% | +14.6% |
| YTD | -7.5% | +113.9% | -121.3% | -46.0% |
| 1Y | -4.6% | +93.6% | -98.1% | -42.0% |
| 3Y | +146.4% | +170.2% | -23.8% | +11.6% |
| All | -2.9% | +42.1% | -45.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling