+287.1%
PCAR vs SHAK
+97.6%
+189.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | +4.9% | +4.3% | +0.6% | +4.2% |
| 30D | -1.4% | +9.0% | -10.5% | -3.0% |
| 3M | -18.1% | +1.8% | -20.0% | -18.7% |
| 6M | -4.0% | +17.3% | -21.3% | -7.6% |
| YTD | -1.5% | -7.6% | +6.2% | -2.5% |
| 1Y | +13.2% | -16.9% | +30.1% | +13.9% |
| 3Y | +35.8% | +35.1% | +0.7% | +21.2% |
| 5Y | +114.6% | -11.3% | +125.9% | +98.4% |
| All | +287.1% | +97.6% | +189.5% | +177.3% |
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