+341.8%
PBF vs SHAK
+87.2%
+254.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.6% |
| 7D | +5.3% | -8.3% | +13.6% | +8.0% |
| 30D | +11.7% | -12.6% | +24.4% | +16.2% |
| 3M | +91.1% | +9.1% | +82.0% | +82.4% |
| 6M | +88.4% | -31.2% | +119.7% | +100.3% |
| YTD | +194.1% | -21.6% | +215.6% | +195.2% |
| 1Y | +180.4% | -38.8% | +219.2% | +205.7% |
| 3Y | +59.3% | +0.6% | +58.7% | +32.3% |
| 5Y | +816.3% | -22.5% | +838.8% | +658.8% |
| All | +341.8% | +87.2% | +254.6% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling