-21.4%
PFE vs SHAK
-25.9%
+4.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.2% |
| 7D | -4.3% | -7.2% | +2.9% | -4.0% |
| 30D | +2.7% | -11.8% | +14.5% | +3.1% |
| 3M | +10.0% | +17.2% | -7.2% | +9.3% |
| 6M | +7.2% | -34.1% | +41.3% | +8.2% |
| YTD | +17.3% | -22.4% | +39.7% | +17.8% |
| 1Y | +20.3% | -35.9% | +56.2% | +21.4% |
| 3Y | -1.6% | -3.4% | +1.7% | -2.1% |
| 5Y | -21.4% | -25.4% | +4.1% | -21.8% |
| All | -21.4% | -25.9% | +4.5% | -21.8% |
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