-2.2%
SHOP vs PENG
+56.2%
-58.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.1% | -0.4% |
| 7D | -2.7% | -3.8% | +1.1% | -3.4% |
| 30D | -11.0% | -40.1% | +29.1% | +0.2% |
| 3M | +0.3% | -21.8% | +22.1% | +2.9% |
| 6M | +37.7% | +3.3% | +34.4% | +15.1% |
| YTD | -5.5% | +133.6% | -139.2% | -46.2% |
| 1Y | -0.2% | +110.7% | -110.9% | -40.8% |
| 3Y | +151.9% | +204.3% | -52.4% | +9.5% |
| 5Y | -2.2% | +54.4% | -56.6% | -49.1% |
| All | -2.2% | +56.2% | -58.4% | -49.1% |
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