+180.4%
PBF vs SHAK
-34.9%
+215.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.9% |
| 7D | +5.3% | -8.3% | +13.6% | +4.4% |
| 30D | +11.7% | -12.6% | +24.4% | +10.2% |
| 3M | +91.1% | +9.1% | +82.0% | +93.3% |
| 6M | +88.4% | -31.2% | +119.7% | +87.9% |
| YTD | +194.1% | -21.6% | +215.6% | +190.0% |
| 1Y | +180.4% | -38.8% | +219.2% | +174.3% |
| All | +180.4% | -34.9% | +215.3% | +174.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling