+516.5%
PL vs SHAK
+36.4%
+480.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.7% |
| 7D | +10.0% | +4.3% | +5.7% | +8.7% |
| 30D | -2.3% | +9.0% | -11.3% | -5.0% |
| 3M | -44.2% | +1.8% | -46.0% | -44.8% |
| 6M | -66.1% | +17.3% | -83.4% | -68.5% |
| YTD | -30.0% | -7.6% | -22.3% | -31.2% |
| 1Y | +21.0% | -16.9% | +37.9% | +23.4% |
| 3Y | +516.5% | +35.1% | +481.5% | +396.0% |
| All | +516.5% | +36.4% | +480.1% | +396.0% |
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