+32.5%
PFE vs SHAK
+81.5%
-49.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -4.0% | -11.0% | +6.9% | -3.2% |
| 30D | +3.9% | -14.0% | +17.9% | +4.9% |
| 3M | +9.9% | +13.3% | -3.4% | +8.7% |
| 6M | +5.3% | -35.3% | +40.6% | +7.7% |
| YTD | +16.8% | -24.0% | +40.8% | +17.9% |
| 1Y | +20.4% | -36.7% | +57.1% | +23.0% |
| 3Y | -2.1% | -5.4% | +3.3% | -4.8% |
| 5Y | -21.0% | -24.9% | +3.9% | -23.2% |
| All | +32.5% | +81.5% | -49.0% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling