-75.9%
PCG vs SHAK
+81.5%
-157.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | +0.5% | -11.0% | +11.5% | +2.5% |
| 30D | -18.9% | -14.0% | -4.9% | -16.9% |
| 3M | -15.8% | +13.3% | -29.1% | -18.0% |
| 6M | -22.6% | -35.3% | +12.8% | -18.2% |
| YTD | -12.2% | -24.0% | +11.8% | -10.3% |
| 1Y | -7.1% | -36.7% | +29.6% | -2.3% |
| 3Y | -15.8% | -5.4% | -10.5% | -21.8% |
| 5Y | +53.3% | -24.9% | +78.2% | +42.2% |
| All | -75.9% | +81.5% | -157.4% | -82.1% |
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 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