+662.8%
PENG vs SHAK
+79.2%
+583.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | 0.0% |
| 7D | +7.8% | -0.3% | +8.1% | +7.9% |
| 30D | -12.2% | -5.2% | -7.0% | -10.8% |
| 3M | -20.6% | +27.3% | -47.9% | -27.4% |
| 6M | +180.9% | -27.9% | +208.8% | +199.4% |
| YTD | +162.3% | -17.0% | +179.2% | +165.4% |
| 1Y | +107.3% | -30.9% | +138.2% | +121.7% |
| 3Y | +110.8% | +3.4% | +107.4% | +86.5% |
| 5Y | +117.8% | -20.5% | +138.3% | +96.9% |
| All | +662.8% | +79.2% | +583.6% | +358.6% |
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