+163.9%
PCAR vs SHAK
-25.9%
+189.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.5% |
| 7D | -0.2% | -7.2% | +7.0% | +0.9% |
| 30D | -6.9% | -11.8% | +4.9% | -5.1% |
| 3M | +2.1% | +17.2% | -15.1% | -0.8% |
| 6M | +1.6% | -34.1% | +35.7% | +6.8% |
| YTD | +12.2% | -22.4% | +34.6% | +14.6% |
| 1Y | +28.0% | -35.9% | +64.0% | +34.5% |
| 3Y | +61.0% | -3.4% | +64.3% | +53.7% |
| 5Y | +163.9% | -25.4% | +189.3% | +148.9% |
| All | +163.9% | -25.9% | +189.8% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling