+79.9%
PL vs SHAK
-39.3%
+119.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.6% |
| 7D | -7.5% | -0.3% | -7.2% | -7.5% |
| 30D | -25.6% | -5.2% | -20.3% | -24.1% |
| 3M | -45.6% | +27.3% | -72.9% | -51.3% |
| 6M | -29.5% | -27.9% | -1.7% | -23.3% |
| YTD | -9.7% | -17.0% | +7.3% | -7.8% |
| 1Y | +84.4% | -30.9% | +115.3% | +102.3% |
| 3Y | +550.0% | +3.4% | +546.6% | +464.8% |
| 5Y | +79.0% | -20.5% | +99.5% | +53.3% |
| All | +79.9% | -39.3% | +119.2% | +54.3% |
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