+3,781.0%
SHOP vs PEP
+92.7%
+3,688.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -1.2% | +2.9% | -4.1% | -2.3% |
| 30D | -14.7% | +12.5% | -27.2% | -18.5% |
| 3M | -7.2% | +4.5% | -11.7% | -8.9% |
| 6M | +54.2% | -0.5% | +54.7% | +53.9% |
| YTD | -8.6% | +4.4% | -13.0% | -11.8% |
| 1Y | +0.5% | +4.4% | -3.8% | -3.1% |
| 3Y | +135.9% | -3.4% | +139.3% | +126.8% |
| 5Y | -11.9% | +5.2% | -17.1% | -19.6% |
| All | +3,781.0% | +92.7% | +3,688.3% | +2,939.4% |
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