-66.8%
PINS vs SHAK
-25.9%
-41.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.5% | -2.7% | -6.8% |
| 7D | -13.9% | -7.2% | -6.7% | -11.3% |
| 30D | -25.0% | -11.8% | -13.2% | -21.4% |
| 3M | -16.6% | +17.2% | -33.8% | -22.6% |
| 6M | -7.0% | -34.1% | +27.2% | +3.7% |
| YTD | -29.4% | -22.4% | -7.0% | -27.1% |
| 1Y | -49.9% | -35.9% | -14.0% | -44.4% |
| 3Y | -33.6% | -3.4% | -30.3% | -47.6% |
| 5Y | -66.8% | -25.4% | -41.4% | -72.8% |
| All | -66.8% | -25.9% | -41.0% | -72.8% |
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