+3.4%
PEP vs SHAK
-27.4%
+30.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.1% |
| 7D | -1.4% | -11.0% | +9.6% | -0.9% |
| 30D | -0.2% | -14.0% | +13.8% | +0.4% |
| 3M | -4.3% | +13.3% | -17.6% | -4.9% |
| 6M | -13.2% | -35.3% | +22.1% | -12.1% |
| YTD | -1.9% | -24.0% | +22.1% | -1.3% |
| 1Y | -0.3% | -36.7% | +36.4% | +0.9% |
| 3Y | -13.6% | -5.4% | -8.2% | -16.0% |
| 5Y | +3.4% | -24.9% | +28.3% | -0.5% |
| All | +3.4% | -27.4% | +30.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling