+206.9%
PENG vs SHAK
+36.4%
+170.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.6% | -6.1% |
| 7D | +13.2% | +4.3% | +8.9% | +12.2% |
| 30D | -29.9% | +9.0% | -39.0% | -31.3% |
| 3M | -22.2% | +1.8% | -24.1% | -22.7% |
| 6M | -1.9% | +17.3% | -19.2% | -6.7% |
| YTD | +142.1% | -7.6% | +149.8% | +139.7% |
| 1Y | +151.5% | -16.9% | +168.4% | +156.2% |
| 3Y | +206.9% | +35.1% | +171.9% | +190.1% |
| All | +206.9% | +36.4% | +170.5% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling