+18.8%
PGR vs SHAK
-26.3%
+45.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | +10.0% | +8.1% | +1.9% | +9.8% |
| 3M | +9.6% | -6.1% | +15.7% | +9.5% |
| 6M | +18.0% | -27.7% | +45.7% | +18.1% |
| YTD | +9.0% | -14.0% | +23.0% | +8.0% |
| 1Y | +18.8% | -27.1% | +45.9% | +18.4% |
| All | +18.8% | -26.3% | +45.1% | +18.4% |
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