+403.3%
PFGC vs SHAK
+31.9%
+371.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +1.0% |
| 7D | -3.7% | -7.2% | +3.5% | -1.3% |
| 30D | -16.0% | -11.8% | -4.1% | -12.5% |
| 3M | -4.1% | +17.2% | -21.3% | -10.4% |
| 6M | +8.7% | -34.1% | +42.8% | +20.2% |
| YTD | +6.4% | -22.4% | +28.7% | +9.5% |
| 1Y | -8.4% | -35.9% | +27.5% | +0.2% |
| 3Y | +61.8% | -3.4% | +65.1% | +36.3% |
| 5Y | +108.7% | -25.4% | +134.1% | +81.2% |
| 10Y | +298.1% | +83.4% | +214.7% | +128.7% |
| All | +403.3% | +31.9% | +371.4% | +188.9% |
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