-11.4%
PEG vs SHAK
-32.1%
+20.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.1% |
| 7D | -0.1% | -7.2% | +7.1% | +0.2% |
| 30D | -1.7% | -11.8% | +10.1% | -1.3% |
| 3M | -6.8% | +17.2% | -23.9% | -7.7% |
| 6M | -11.4% | -34.1% | +22.8% | -9.2% |
| All | -11.4% | -32.1% | +20.8% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling