+204.3%
PENG vs SHAK
+36.6%
+167.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.3% | +1.9% | +7.7% |
| 7D | -3.8% | +6.5% | -10.3% | -4.9% |
| 30D | -40.1% | +15.3% | -55.4% | -41.9% |
| 3M | -21.8% | +8.5% | -30.3% | -23.3% |
| 6M | +3.3% | +10.0% | -6.7% | +0.1% |
| YTD | +133.6% | -5.0% | +138.6% | +130.1% |
| 1Y | +110.7% | -15.3% | +126.0% | +114.4% |
| 3Y | +204.3% | +40.7% | +163.6% | +182.4% |
| All | +204.3% | +36.6% | +167.6% | +182.4% |
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