+117.5%
PEP vs SHAK
+54.6%
+62.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | -0.9% |
| 7D | -0.3% | +4.1% | -4.4% | -0.6% |
| 30D | +11.8% | +2.3% | +9.5% | +11.5% |
| 3M | +3.7% | -0.2% | +3.9% | +3.5% |
| 6M | -4.3% | +10.1% | -14.4% | -5.3% |
| YTD | +2.1% | -10.5% | +12.6% | +1.8% |
| 1Y | +2.5% | -22.4% | +24.9% | +3.2% |
| 3Y | -5.0% | +32.1% | -37.1% | -10.3% |
| 5Y | +2.9% | -14.0% | +16.8% | -1.4% |
| 10Y | +87.9% | +92.7% | -4.8% | +61.2% |
| All | +117.5% | +54.6% | +62.8% | +86.5% |
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 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