+662.0%
PBR vs SHAK
+87.2%
+574.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.5% |
| 7D | +5.4% | -8.3% | +13.7% | +7.2% |
| 30D | +22.9% | -12.6% | +35.5% | +26.1% |
| 3M | +19.6% | +9.1% | +10.5% | +16.1% |
| 6M | +16.5% | -31.2% | +47.7% | +22.5% |
| YTD | +86.7% | -21.6% | +108.2% | +88.8% |
| 1Y | +74.7% | -38.8% | +113.5% | +86.6% |
| 3Y | +102.6% | +0.6% | +102.0% | +77.9% |
| 5Y | +566.6% | -22.5% | +589.1% | +488.8% |
| All | +662.0% | +87.2% | +574.8% | +409.6% |
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