+60.5%
PFE vs SHAK
+47.7%
+12.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | +10.2% | -6.6% | +16.9% | +10.7% |
| 3M | +12.7% | +30.1% | -17.4% | +10.5% |
| 6M | +10.5% | -28.7% | +39.3% | +12.3% |
| YTD | +20.2% | -14.5% | +34.7% | +20.4% |
| 1Y | +24.1% | -31.9% | +55.9% | +26.1% |
| 3Y | -3.6% | -1.0% | -2.6% | -6.3% |
| 5Y | -20.9% | -18.7% | -2.2% | -23.4% |
| 10Y | +35.8% | +98.1% | -62.3% | +13.7% |
| All | +60.5% | +47.7% | +12.8% | +36.7% |
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