+3,569.5%
SHOP vs PEP
+81.0%
+3,488.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.9% |
| 7D | -5.4% | +2.9% | -8.4% | -6.4% |
| 30D | -10.3% | +14.2% | -24.5% | -14.9% |
| 3M | +1.0% | +3.2% | -2.2% | -0.4% |
| 6M | +41.2% | -7.4% | +48.7% | +45.0% |
| YTD | -7.5% | +1.5% | -9.0% | -9.8% |
| 1Y | -4.6% | +3.9% | -8.5% | -8.0% |
| 3Y | +146.4% | -5.5% | +151.9% | +138.6% |
| 5Y | -2.5% | +0.1% | -2.7% | -9.1% |
| All | +3,569.5% | +81.0% | +3,488.6% | +2,697.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling