-75.1%
PCG vs SHAK
+59.7%
-134.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.8% |
| 7D | -2.2% | +3.0% | -5.3% | -2.7% |
| 30D | -0.5% | +8.2% | -8.7% | -1.7% |
| 3M | -24.0% | +4.6% | -28.5% | -24.7% |
| 6M | -18.6% | +16.3% | -35.0% | -21.0% |
| YTD | -17.7% | -7.6% | -10.1% | -18.6% |
| 1Y | -20.0% | -18.7% | -1.3% | -19.5% |
| 3Y | -20.2% | +36.4% | -56.6% | -28.4% |
| 5Y | +8.4% | -10.5% | +18.9% | +0.3% |
| 10Y | -76.4% | +99.0% | -175.4% | -81.5% |
| All | -75.1% | +59.7% | -134.8% | -80.9% |
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