+44.1%
PL vs SHAK
-31.6%
+75.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +5.6% | +8.2% | -2.6% | +2.9% |
| 30D | -16.9% | +13.5% | -30.4% | -20.9% |
| 3M | -38.2% | +6.2% | -44.5% | -40.0% |
| 6M | -63.4% | +8.2% | -71.7% | -65.5% |
| YTD | -27.6% | -6.5% | -21.1% | -29.8% |
| 1Y | +6.6% | -19.2% | +25.8% | +9.6% |
| 3Y | +557.6% | +37.9% | +519.7% | +406.6% |
| 5Y | +39.5% | -9.5% | +49.0% | +13.8% |
| All | +44.1% | -31.6% | +75.8% | +17.5% |
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