+137.1%
PH vs SHAK
-5.6%
+142.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -3.1% | -11.0% | +7.8% | -1.0% |
| 30D | -11.8% | -14.0% | +2.2% | -9.3% |
| 3M | +6.9% | +13.3% | -6.3% | +3.3% |
| 6M | -1.3% | -35.3% | +34.1% | +5.8% |
| YTD | +7.0% | -24.0% | +30.9% | +9.9% |
| 1Y | +23.1% | -36.7% | +59.8% | +31.4% |
| All | +137.1% | -5.6% | +142.8% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling