-21.2%
PINS vs SHAK
+29.0%
-50.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -9.4% | +3.0% | -12.4% | -10.5% |
| 30D | -10.2% | +8.2% | -18.4% | -13.0% |
| 3M | -19.0% | +4.6% | -23.6% | -20.7% |
| 6M | -7.4% | +16.3% | -23.7% | -14.5% |
| YTD | -25.7% | -7.6% | -18.2% | -28.3% |
| 1Y | -29.7% | -18.7% | -11.0% | -28.9% |
| 3Y | -38.1% | +36.4% | -74.5% | -54.2% |
| 5Y | -57.3% | -10.5% | -46.8% | -64.4% |
| All | -21.2% | +29.0% | -50.2% | -59.9% |
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