+281.6%
PBF vs SHAK
+43.4%
+238.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +4.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +24.9% | -5.2% | +30.1% | +26.5% |
| 3M | +81.9% | +27.3% | +54.6% | +67.3% |
| 6M | +79.4% | -27.9% | +107.2% | +86.7% |
| YTD | +188.3% | -17.0% | +205.3% | +185.7% |
| 1Y | +177.3% | -30.9% | +208.2% | +189.0% |
| 3Y | +56.0% | +3.4% | +52.6% | +34.4% |
| 5Y | +804.0% | -20.5% | +824.5% | +681.6% |
| 10Y | +334.1% | +88.3% | +245.8% | +202.5% |
| All | +281.6% | +43.4% | +238.2% | +177.4% |
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