+156.3%
PEG vs SHAK
+34.1%
+122.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.8% |
| 7D | -0.1% | -7.2% | +7.1% | +0.6% |
| 30D | -1.7% | -11.8% | +10.1% | -0.7% |
| 3M | -6.8% | +17.2% | -23.9% | -8.4% |
| 6M | -11.4% | -34.1% | +22.8% | -8.9% |
| YTD | -7.2% | -22.4% | +15.1% | -6.3% |
| 1Y | -6.1% | -35.9% | +29.8% | -3.7% |
| 3Y | +31.8% | -3.4% | +35.1% | +27.4% |
| 5Y | +35.6% | -25.4% | +61.0% | +31.0% |
| 10Y | +148.7% | +83.4% | +65.3% | +111.9% |
| All | +156.3% | +34.1% | +122.2% | +113.1% |
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 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