+55.6%
PAAS vs SHAK
-10.3%
+65.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.2% |
| 7D | -5.2% | +3.0% | -8.2% | -5.7% |
| 30D | -13.9% | +8.2% | -22.2% | -15.3% |
| 3M | -23.8% | +4.6% | -28.3% | -24.7% |
| 6M | -36.4% | +16.3% | -52.8% | -38.7% |
| YTD | -23.4% | -7.6% | -15.8% | -24.2% |
| 1Y | +5.6% | -18.7% | +24.4% | +7.0% |
| 3Y | +209.7% | +36.4% | +173.3% | +162.6% |
| 5Y | +55.6% | -10.5% | +66.1% | +40.6% |
| All | +55.6% | -10.3% | +65.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 5y: compounded portfolio wealth divided by compounded SHAK 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…
5y analysis · Full analysis span regression · 6 months rolling