-1.7%
PEP vs SHAK
-34.9%
+33.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.4% |
| 7D | -1.0% | -8.3% | +7.3% | -0.6% |
| 30D | -0.7% | -12.6% | +12.0% | -0.1% |
| 3M | -4.1% | +9.1% | -13.3% | -4.5% |
| 6M | -13.1% | -31.2% | +18.2% | -13.0% |
| YTD | -2.1% | -21.6% | +19.5% | -0.9% |
| 1Y | -1.7% | -38.8% | +37.1% | -3.2% |
| All | -1.7% | -34.9% | +33.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling