+17.0%
PG vs SHAK
-21.2%
+38.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +2.9% |
| 7D | +5.7% | +8.3% | -2.6% | +5.1% |
| 30D | +15.4% | +16.7% | -1.3% | +14.0% |
| 3M | +13.8% | +10.0% | +3.8% | +12.7% |
| 6M | +18.3% | -23.8% | +42.1% | +19.6% |
| YTD | +20.1% | -10.3% | +30.4% | +19.6% |
| 1Y | +17.0% | -22.9% | +39.9% | +17.9% |
| All | +17.0% | -21.2% | +38.2% | +17.9% |
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 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