+285.5%
PFGC vs SHAK
+87.2%
+198.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.6% |
| 7D | -4.8% | -8.3% | +3.5% | -1.8% |
| 30D | -12.5% | -12.6% | +0.1% | -8.4% |
| 3M | -9.7% | +9.1% | -18.8% | -13.8% |
| 6M | +7.0% | -31.2% | +38.3% | +17.0% |
| YTD | +4.5% | -21.6% | +26.1% | +7.2% |
| 1Y | -11.6% | -38.8% | +27.2% | -1.0% |
| 3Y | +58.5% | +0.6% | +57.9% | +28.8% |
| 5Y | +112.6% | -22.5% | +135.1% | +78.1% |
| All | +285.5% | +87.2% | +198.3% | +98.0% |
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