+59.3%
PBF vs SHAK
-2.6%
+62.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.2% |
| 7D | +5.3% | -8.3% | +13.6% | +6.3% |
| 30D | +11.7% | -12.6% | +24.4% | +13.3% |
| 3M | +91.1% | +9.1% | +82.0% | +87.7% |
| 6M | +88.4% | -31.2% | +119.7% | +94.6% |
| YTD | +194.1% | -21.6% | +215.6% | +193.2% |
| 1Y | +180.4% | -38.8% | +219.2% | +195.2% |
| 3Y | +59.3% | +0.6% | +58.7% | +48.9% |
| All | +59.3% | -2.6% | +62.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling