+579.6%
PENG vs SHAK
+105.1%
+474.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.3% | +1.9% | +7.1% |
| 7D | -3.8% | +6.5% | -10.3% | -5.4% |
| 30D | -40.1% | +15.3% | -55.4% | -42.6% |
| 3M | -21.8% | +8.5% | -30.3% | -24.0% |
| 6M | +3.3% | +10.0% | -6.7% | -2.2% |
| YTD | +133.6% | -5.0% | +138.6% | +126.0% |
| 1Y | +110.7% | -15.3% | +126.0% | +111.0% |
| 3Y | +204.3% | +40.7% | +163.6% | +142.1% |
| 5Y | +54.4% | -7.9% | +62.3% | +34.0% |
| All | +579.6% | +105.1% | +474.4% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling