-21.9%
PINS vs SHAK
+9.4%
-31.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.3% |
| 7D | -6.6% | -8.3% | +1.7% | -3.6% |
| 30D | -16.8% | -12.6% | -4.2% | -12.7% |
| 3M | -11.4% | +9.1% | -20.5% | -15.2% |
| 6M | -1.7% | -31.2% | +29.5% | +7.1% |
| YTD | -26.4% | -21.6% | -4.8% | -24.2% |
| 1Y | -45.5% | -38.8% | -6.7% | -38.7% |
| 3Y | -31.7% | +0.6% | -32.4% | -43.0% |
| 5Y | -64.9% | -22.5% | -42.3% | -69.2% |
| All | -21.9% | +9.4% | -31.4% | -57.6% |
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