-14.4%
PCOR vs SHAK
-14.7%
+0.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.5% |
| 7D | +22.7% | +2.0% | +20.7% | +21.9% |
| 30D | +37.5% | +12.0% | +25.4% | +31.4% |
| 3M | +35.2% | +2.3% | +32.8% | +33.3% |
| 6M | +42.2% | -25.5% | +67.8% | +52.2% |
| YTD | +3.6% | -11.4% | +15.0% | +1.4% |
| 1Y | -4.8% | -21.8% | +17.0% | -2.2% |
| 3Y | +48.3% | +25.8% | +22.5% | +10.4% |
| 5Y | -20.1% | -21.0% | +0.9% | -36.1% |
| All | -14.4% | -14.7% | +0.3% | -30.8% |
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