+243.8%
PFG vs SHAK
+87.2%
+156.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.3% |
| 7D | -0.4% | -8.3% | +7.8% | +1.6% |
| 30D | +2.9% | -12.6% | +15.5% | +6.2% |
| 3M | +6.7% | +9.1% | -2.4% | +3.6% |
| 6M | +33.8% | -31.2% | +65.0% | +42.6% |
| YTD | +35.0% | -21.6% | +56.5% | +38.5% |
| 1Y | +46.4% | -38.8% | +85.2% | +59.4% |
| 3Y | +71.7% | +0.6% | +71.0% | +53.7% |
| 5Y | +113.7% | -22.5% | +136.2% | +93.5% |
| All | +243.8% | +87.2% | +156.6% | +119.1% |
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