+65.4%
PFE vs SHAK
+59.5%
+5.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | 0.0% |
| 7D | -1.7% | +4.3% | -6.0% | -2.0% |
| 30D | +0.3% | +9.0% | -8.7% | -0.3% |
| 3M | +9.4% | +1.8% | +7.6% | +9.0% |
| 6M | +14.9% | +17.3% | -2.4% | +13.2% |
| YTD | +23.8% | -7.6% | +31.4% | +23.2% |
| 1Y | +19.5% | -16.9% | +36.4% | +19.7% |
| 3Y | +21.0% | +35.1% | -14.0% | +14.8% |
| 5Y | -23.9% | -11.3% | -12.6% | -26.7% |
| 10Y | +47.8% | +98.8% | -51.0% | +23.7% |
| All | +65.4% | +59.5% | +5.8% | +39.8% |
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 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