+4.4%
PEP vs SHAK
-20.2%
+24.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -0.9% | +2.0% |
| 7D | +2.9% | +4.3% | -1.4% | +2.6% |
| 30D | +12.5% | +9.0% | +3.5% | +11.8% |
| 3M | +4.5% | +1.8% | +2.7% | +4.1% |
| 6M | -0.5% | +17.3% | -17.8% | -1.8% |
| YTD | +4.4% | -7.6% | +12.0% | +4.6% |
| 1Y | +4.4% | -16.9% | +21.3% | +4.7% |
| All | +4.4% | -20.2% | +24.5% | +4.7% |
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 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