+797.8%
PH vs SHAK
+87.2%
+710.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.9% |
| 7D | -1.3% | -8.3% | +7.0% | +0.8% |
| 30D | -11.0% | -12.6% | +1.7% | -8.1% |
| 3M | +5.5% | +9.1% | -3.6% | +2.2% |
| 6M | +1.5% | -31.2% | +32.7% | +8.3% |
| YTD | +8.8% | -21.6% | +30.4% | +11.6% |
| 1Y | +24.5% | -38.8% | +63.3% | +35.5% |
| 3Y | +141.2% | +0.6% | +140.5% | +118.7% |
| 5Y | +256.3% | -22.5% | +278.8% | +227.0% |
| All | +797.8% | +87.2% | +710.6% | +447.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling