+62.3%
PENG vs SHAK
-12.1%
+74.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.6% | -6.4% |
| 7D | +13.2% | +4.3% | +8.9% | +11.8% |
| 30D | -29.9% | +9.0% | -39.0% | -31.8% |
| 3M | -22.2% | +1.8% | -24.1% | -23.1% |
| 6M | -1.9% | +17.3% | -19.2% | -8.7% |
| YTD | +142.1% | -7.6% | +149.8% | +136.6% |
| 1Y | +151.5% | -16.9% | +168.4% | +153.8% |
| 3Y | +206.9% | +35.1% | +171.9% | +140.2% |
| All | +62.3% | -12.1% | +74.4% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling