+124.7%
PENG vs SHAK
-21.2%
+145.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.8% | -12.9% | -9.2% |
| 7D | -20.5% | +8.3% | -28.8% | -20.9% |
| 30D | -20.4% | +16.7% | -37.1% | -21.2% |
| 3M | -16.4% | +10.0% | -26.4% | -16.8% |
| 6M | +49.2% | -23.8% | +73.0% | +59.8% |
| YTD | +147.2% | -10.3% | +157.5% | +153.5% |
| 1Y | +124.7% | -22.9% | +147.6% | +160.6% |
| All | +124.7% | -21.2% | +145.9% | +160.6% |
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 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