-6.1%
SHOP vs PEP
+4.5%
-10.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -2.5% | +1.1% | -3.5% | -2.3% |
| 30D | -16.7% | +13.6% | -30.3% | -14.3% |
| 3M | -2.2% | +5.1% | -7.3% | -0.8% |
| 6M | +45.6% | -1.6% | +47.2% | +41.3% |
| YTD | -7.3% | +3.3% | -10.6% | -6.9% |
| 1Y | -6.1% | +3.2% | -9.3% | -6.0% |
| All | -6.1% | +4.5% | -10.6% | -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