+669.7%
PENG vs SHAK
+84.5%
+585.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.8% |
| 6M | +169.6% | -28.7% | +198.3% | +188.7% |
| YTD | +164.6% | -14.5% | +179.1% | +165.4% |
| 1Y | +109.5% | -31.9% | +141.3% | +125.2% |
| 3Y | +98.9% | -1.0% | +99.9% | +78.7% |
| 5Y | +116.3% | -18.7% | +134.9% | +94.3% |
| All | +669.7% | +84.5% | +585.1% | +358.7% |
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