+8,355.9%
SHOP vs PEP
+107.4%
+8,248.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.3% | -6.1% |
| 7D | -13.9% | +6.7% | -20.5% | -16.1% |
| 30D | -12.6% | +13.5% | -26.1% | -17.2% |
| 3M | -0.3% | +3.9% | -4.3% | -2.1% |
| 6M | +33.6% | -6.0% | +39.6% | +36.6% |
| YTD | -10.7% | +2.5% | -13.2% | -13.4% |
| 1Y | -11.8% | +3.9% | -15.7% | -15.2% |
| 3Y | +133.9% | -4.7% | +138.5% | +125.1% |
| 5Y | -5.9% | +1.1% | -7.0% | -13.0% |
| 10Y | +3,571.8% | +83.8% | +3,487.9% | +2,263.0% |
| All | +8,355.9% | +107.4% | +8,248.5% | +4,603.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling