+54.2%
PCG vs SHAK
-25.9%
+80.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.3% | -3.5% |
| 7D | +6.5% | -7.2% | +13.7% | +7.4% |
| 30D | -16.7% | -11.8% | -4.9% | -15.5% |
| 3M | -14.2% | +17.2% | -31.3% | -16.0% |
| 6M | -21.5% | -34.1% | +12.7% | -18.5% |
| YTD | -11.2% | -22.4% | +11.2% | -10.1% |
| 1Y | -4.2% | -35.9% | +31.7% | -0.8% |
| 3Y | -14.9% | -3.4% | -11.5% | -19.6% |
| 5Y | +54.2% | -25.4% | +79.7% | +46.3% |
| All | +54.2% | -25.9% | +80.1% | +46.3% |
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 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