-6.3%
SHOP vs PEP
+3.2%
-9.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.5% | +3.4% |
| 7D | -5.4% | +2.9% | -8.4% | -5.0% |
| 30D | -10.3% | +14.2% | -24.5% | -7.6% |
| 3M | +1.0% | +3.2% | -2.2% | +2.1% |
| 6M | +41.2% | -7.4% | +48.7% | +32.2% |
| YTD | -7.5% | +1.5% | -9.0% | -7.6% |
| All | -6.3% | +3.2% | -9.5% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling