+72.9%
PBR vs SHAK
-21.2%
+94.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.8% | -10.8% | -6.7% |
| 7D | -11.0% | +8.3% | -19.3% | -10.5% |
| 30D | -18.8% | +16.7% | -35.5% | -18.1% |
| 3M | +7.8% | +10.0% | -2.1% | +8.4% |
| 6M | -7.6% | -23.8% | +16.2% | -7.3% |
| YTD | +72.7% | -10.3% | +82.9% | +74.1% |
| 1Y | +72.9% | -22.9% | +95.8% | +73.7% |
| All | +72.9% | -21.2% | +94.2% | +73.7% |
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