+275.6%
PFG vs SHAK
+43.4%
+232.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +2.2% | -5.2% | +7.5% | +3.4% |
| 3M | +10.4% | +27.3% | -16.9% | +3.9% |
| 6M | +27.8% | -27.9% | +55.7% | +34.0% |
| YTD | +33.6% | -17.0% | +50.6% | +35.3% |
| 1Y | +49.3% | -30.9% | +80.2% | +56.9% |
| 3Y | +69.7% | +3.4% | +66.4% | +54.3% |
| 5Y | +111.3% | -20.5% | +131.8% | +94.1% |
| 10Y | +240.3% | +88.3% | +152.0% | +141.2% |
| All | +275.6% | +43.4% | +232.2% | +168.8% |
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