+249.6%
PH vs SHAK
-22.8%
+272.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.0% |
| 7D | -1.3% | -8.3% | +7.0% | +0.5% |
| 30D | -11.0% | -12.6% | +1.7% | -8.5% |
| 3M | +5.5% | +9.1% | -3.6% | +2.7% |
| 6M | +1.5% | -31.2% | +32.7% | +7.5% |
| YTD | +8.8% | -21.6% | +30.4% | +11.3% |
| 1Y | +24.5% | -38.8% | +63.3% | +34.3% |
| 3Y | +141.2% | +0.6% | +140.5% | +123.7% |
| All | +249.6% | -22.8% | +272.3% | +227.4% |
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 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