+107.8%
PENG vs SHAK
-18.7%
+126.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | -7.1% | -6.6% | -0.5% | -5.3% |
| 3M | -27.3% | +30.1% | -57.3% | -33.6% |
| 6M | +169.6% | -28.7% | +198.3% | +189.9% |
| YTD | +164.6% | -14.5% | +179.1% | +165.8% |
| 1Y | +109.5% | -31.9% | +141.3% | +126.2% |
| 3Y | +98.9% | -1.0% | +99.9% | +76.5% |
| All | +107.8% | -18.7% | +126.5% | +79.9% |
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