+373.6%
PCAR vs SHAK
+47.7%
+326.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | -6.2% | -6.6% | +0.4% | -5.3% |
| 3M | +5.9% | +30.1% | -24.2% | +1.2% |
| 6M | +0.4% | -28.7% | +29.1% | +4.2% |
| YTD | +14.8% | -14.5% | +29.3% | +15.5% |
| 1Y | +30.1% | -31.9% | +62.0% | +35.3% |
| 3Y | +66.7% | -1.0% | +67.6% | +58.4% |
| 5Y | +166.1% | -18.7% | +184.8% | +151.0% |
| 10Y | +353.7% | +98.1% | +255.6% | +248.9% |
| All | +373.6% | +47.7% | +326.0% | +267.1% |
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