+110.4%
PEP vs SHAK
+47.7%
+62.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | -0.7% | -0.7% | -1.4% |
| 30D | +0.2% | -6.6% | +6.9% | +0.7% |
| 3M | -1.1% | +30.1% | -31.2% | -3.0% |
| 6M | -13.5% | -28.7% | +15.3% | -12.1% |
| YTD | -1.2% | -14.5% | +13.3% | -1.0% |
| 1Y | -1.6% | -31.9% | +30.3% | 0.0% |
| 3Y | -12.5% | -1.0% | -11.6% | -15.4% |
| 5Y | +3.0% | -18.7% | +21.7% | -1.0% |
| 10Y | +73.9% | +98.1% | -24.2% | +49.7% |
| All | +110.4% | +47.7% | +62.7% | +81.3% |
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