-8.3%
SHOP vs PEP
-1.1%
-7.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.2% | -7.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.0% |
| 30D | -11.5% | +0.7% | -12.2% | -11.3% |
| 3M | +21.1% | -0.5% | +21.6% | +20.0% |
| 6M | +3.0% | -11.3% | +14.3% | -6.4% |
| YTD | -16.7% | -0.6% | -16.1% | -16.7% |
| 1Y | -8.3% | +1.7% | -9.9% | -6.0% |
| All | -8.3% | -1.1% | -7.1% | -6.0% |
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