-14.9%
PEP vs SHAK
-3.6%
-11.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.0% |
| 7D | -1.7% | -7.2% | +5.5% | -1.4% |
| 30D | +0.3% | -11.8% | +12.1% | +0.7% |
| 3M | -3.2% | +17.2% | -20.4% | -3.8% |
| 6M | -13.6% | -34.1% | +20.6% | -12.9% |
| YTD | -1.9% | -22.4% | +20.5% | -1.6% |
| 1Y | -0.6% | -35.9% | +35.3% | +0.2% |
| All | -14.9% | -3.6% | -11.2% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling