-20.7%
PCOR vs SHAK
-32.6%
+11.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | -6.9% | -0.3% | -6.6% | -6.9% |
| 30D | -1.5% | -5.2% | +3.7% | -0.9% |
| 3M | +18.5% | +27.3% | -8.8% | +15.0% |
| 6M | -4.7% | -27.9% | +23.2% | -4.3% |
| YTD | -22.8% | -17.0% | -5.8% | -24.3% |
| 1Y | -20.7% | -30.9% | +10.2% | -19.1% |
| All | -20.7% | -32.6% | +11.9% | -19.1% |
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