+137.9%
SHOP vs PEP
-3.9%
+141.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.0% |
| 7D | -13.9% | +6.7% | -20.5% | -12.7% |
| 30D | -12.6% | +13.5% | -26.1% | -10.2% |
| 3M | -0.3% | +3.9% | -4.3% | +0.6% |
| 6M | +33.6% | -6.0% | +39.6% | +30.6% |
| YTD | -10.7% | +2.5% | -13.2% | -10.6% |
| 1Y | -11.8% | +3.9% | -15.7% | -11.4% |
| All | +137.9% | -3.9% | +141.8% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling