+421.7%
PAAS vs SHAK
+47.7%
+374.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +6.8% | -6.6% | +13.4% | +7.8% |
| 3M | -2.9% | +30.1% | -32.9% | -6.5% |
| 6M | -16.4% | -28.7% | +12.3% | -13.5% |
| YTD | 0.0% | -14.5% | +14.5% | +0.7% |
| 1Y | +54.3% | -31.9% | +86.2% | +59.9% |
| 3Y | +230.7% | -1.0% | +231.6% | +216.2% |
| 5Y | +111.6% | -18.7% | +130.3% | +100.7% |
| 10Y | +211.7% | +98.1% | +113.6% | +159.7% |
| All | +421.7% | +47.7% | +374.1% | +345.2% |
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