-7.1%
PCG vs SHAK
-37.3%
+30.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | +0.5% | -11.0% | +11.5% | +1.2% |
| 30D | -18.9% | -14.0% | -4.9% | -18.2% |
| 3M | -15.8% | +13.3% | -29.1% | -16.5% |
| 6M | -22.6% | -35.3% | +12.8% | -21.1% |
| YTD | -12.2% | -24.0% | +11.8% | -12.8% |
| 1Y | -7.1% | -36.7% | +29.6% | -4.7% |
| All | -7.1% | -37.3% | +30.2% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling