+8,434.7%
SHOP vs PEP
+100.0%
+8,334.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -4.5% |
| 30D | +0.6% | +0.2% | +0.4% | +0.4% |
| 3M | +25.0% | -1.1% | +26.2% | +25.6% |
| 6M | +11.9% | -13.5% | +25.4% | +18.4% |
| YTD | -9.9% | -1.2% | -8.7% | -11.1% |
| 1Y | 0.0% | -1.6% | +1.5% | -2.0% |
| 3Y | +117.5% | -12.5% | +130.0% | +120.0% |
| 5Y | -6.6% | +3.0% | -9.7% | -15.3% |
| 10Y | +3,320.3% | +73.9% | +3,246.4% | +2,177.1% |
| All | +8,434.7% | +100.0% | +8,334.7% | +4,726.9% |
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