+281.1%
PAAS vs SHAK
+59.5%
+221.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.0% |
| 7D | -8.9% | +4.3% | -13.2% | -9.5% |
| 30D | -11.4% | +9.0% | -20.4% | -12.5% |
| 3M | -20.4% | +1.8% | -22.3% | -20.8% |
| 6M | -40.7% | +17.3% | -58.0% | -42.4% |
| YTD | -26.9% | -7.6% | -19.3% | -27.4% |
| 1Y | -3.1% | -16.9% | +13.8% | -2.4% |
| 3Y | +199.3% | +35.1% | +164.2% | +173.9% |
| 5Y | +48.3% | -11.3% | +59.5% | +39.1% |
| 10Y | +197.6% | +98.8% | +98.8% | +145.3% |
| All | +281.1% | +59.5% | +221.6% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling