+158.8%
PGR vs SHAK
-22.8%
+181.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.5% |
| 7D | -0.6% | -8.3% | +7.7% | -0.3% |
| 30D | +4.9% | -12.6% | +17.6% | +5.4% |
| 3M | +7.6% | +9.1% | -1.5% | +7.2% |
| 6M | +8.3% | -31.2% | +39.5% | +9.4% |
| YTD | +1.7% | -21.6% | +23.3% | +2.1% |
| 1Y | -6.8% | -38.8% | +31.9% | -5.6% |
| 3Y | +73.4% | +0.6% | +72.8% | +69.9% |
| All | +158.8% | -22.8% | +181.6% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling