+891.3%
PH vs SHAK
+43.4%
+847.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -10.8% | -5.2% | -5.6% | -9.8% |
| 3M | +8.5% | +27.3% | -18.8% | +2.0% |
| 6M | +3.9% | -27.9% | +31.8% | +9.0% |
| YTD | +9.4% | -17.0% | +26.4% | +10.7% |
| 1Y | +26.8% | -30.9% | +57.7% | +33.0% |
| 3Y | +140.8% | +3.4% | +137.4% | +121.9% |
| 5Y | +253.8% | -20.5% | +274.3% | +229.4% |
| 10Y | +792.3% | +88.3% | +704.1% | +542.7% |
| All | +891.3% | +43.4% | +847.9% | +623.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling