-6.3%
PFGC vs SHAK
-34.0%
+27.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.2% |
| 30D | -11.9% | -6.6% | -5.3% | -11.6% |
| 3M | +5.0% | +30.1% | -25.1% | +3.0% |
| 6M | +8.6% | -28.7% | +37.3% | +9.0% |
| YTD | +9.7% | -14.5% | +24.2% | +9.6% |
| 1Y | -6.3% | -31.9% | +25.6% | -5.3% |
| All | -6.3% | -34.0% | +27.7% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling