-36.2%
PCOR vs SHAK
-20.1%
-16.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.1% |
| 7D | -6.9% | -0.3% | -6.6% | -6.8% |
| 30D | -1.5% | -5.2% | +3.7% | +0.3% |
| 3M | +18.5% | +27.3% | -8.8% | +7.2% |
| 6M | -4.7% | -27.9% | +23.2% | +2.5% |
| YTD | -22.8% | -17.0% | -5.8% | -22.3% |
| 1Y | -20.7% | -30.9% | +10.2% | -14.6% |
| 3Y | -14.6% | +3.4% | -17.9% | -30.3% |
| 5Y | -40.7% | -20.5% | -20.3% | -51.3% |
| All | -36.2% | -20.1% | -16.1% | -47.0% |
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 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