+1,154.4%
PBR vs SHAK
+31.3%
+1,123.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.6% |
| 7D | +4.2% | -11.0% | +15.2% | +6.7% |
| 30D | +22.7% | -14.0% | +36.8% | +26.5% |
| 3M | +21.5% | +13.3% | +8.3% | +16.9% |
| 6M | +24.0% | -35.3% | +59.3% | +32.1% |
| YTD | +88.2% | -24.0% | +112.2% | +91.8% |
| 1Y | +74.8% | -36.7% | +111.5% | +84.8% |
| 3Y | +105.1% | -5.4% | +110.5% | +84.3% |
| 5Y | +572.2% | -24.9% | +597.1% | +501.2% |
| 10Y | +692.7% | +79.6% | +613.1% | +403.1% |
| All | +1,154.4% | +31.3% | +1,123.1% | +771.1% |
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