+1,483.0%
SHOP vs PENG
+520.3%
+962.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -23.0% | +17.0% | -0.4% |
| 7D | -13.9% | -36.7% | +22.8% | -5.0% |
| 30D | -12.6% | -42.0% | +29.5% | -2.3% |
| 3M | -0.3% | -33.2% | +32.9% | +6.2% |
| 6M | +33.6% | +2.1% | +31.4% | +16.3% |
| YTD | -10.7% | +90.3% | -101.0% | -37.2% |
| 1Y | -11.8% | +67.7% | -79.4% | -35.6% |
| 3Y | +133.9% | +154.2% | -20.4% | +42.0% |
| 5Y | -5.9% | +28.3% | -34.2% | -35.0% |
| All | +1,483.0% | +520.3% | +962.6% | +637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling