-75.4%
PCG vs SHAK
+54.6%
-130.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.6% |
| 7D | -2.0% | +4.1% | -6.1% | -2.6% |
| 30D | -2.7% | +2.3% | -5.0% | -3.1% |
| 3M | -25.1% | -0.2% | -24.8% | -25.3% |
| 6M | -22.3% | +10.1% | -32.4% | -24.0% |
| YTD | -18.5% | -10.5% | -8.0% | -19.1% |
| 1Y | -21.8% | -22.4% | +0.6% | -20.9% |
| 3Y | -21.0% | +32.1% | -53.1% | -28.8% |
| 5Y | +8.1% | -14.0% | +22.1% | +0.6% |
| 10Y | -76.6% | +92.7% | -169.4% | -81.6% |
| All | -75.4% | +54.6% | -130.0% | -81.0% |
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