+455.3%
PL vs SHAK
+21.0%
+434.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.0% | +7.4% | +9.4% |
| 7D | -6.8% | +2.0% | -8.8% | -7.4% |
| 30D | -29.3% | +12.0% | -41.3% | -32.1% |
| 3M | -44.8% | +2.3% | -47.1% | -45.6% |
| 6M | -68.4% | -25.5% | -42.9% | -65.8% |
| YTD | -36.4% | -11.4% | -24.9% | -36.8% |
| 1Y | +0.7% | -21.8% | +22.5% | +4.9% |
| 3Y | +455.3% | +25.8% | +429.5% | +330.3% |
| All | +455.3% | +21.0% | +434.3% | +330.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling