+143.4%
PEG vs SHAK
+87.2%
+56.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.4% |
| 7D | -0.9% | -8.3% | +7.4% | -0.1% |
| 30D | -3.7% | -12.6% | +8.9% | -2.5% |
| 3M | -7.3% | +9.1% | -16.4% | -8.4% |
| 6M | -10.5% | -31.2% | +20.8% | -8.0% |
| YTD | -7.5% | -21.6% | +14.1% | -6.6% |
| 1Y | -8.7% | -38.8% | +30.1% | -5.5% |
| 3Y | +31.4% | +0.6% | +30.7% | +25.4% |
| 5Y | +37.8% | -22.5% | +60.3% | +31.4% |
| All | +143.4% | +87.2% | +56.2% | +101.6% |
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