+107.3%
PENG vs SHAK
-32.6%
+139.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +7.8% | -0.3% | +8.1% | +7.8% |
| 30D | -12.2% | -5.2% | -7.0% | -11.7% |
| 3M | -20.6% | +27.3% | -47.9% | -23.3% |
| 6M | +180.9% | -27.9% | +208.8% | +200.0% |
| YTD | +162.3% | -17.0% | +179.2% | +167.2% |
| 1Y | +107.3% | -30.9% | +138.2% | +127.7% |
| All | +107.3% | -32.6% | +139.9% | +127.7% |
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