+83.0%
PL vs SHAK
-37.5%
+120.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -9.3% | -0.7% | -8.6% | -9.1% |
| 30D | -18.9% | -6.6% | -12.3% | -17.0% |
| 3M | -58.4% | +30.1% | -88.4% | -62.9% |
| 6M | -30.3% | -28.7% | -1.6% | -23.7% |
| YTD | -8.1% | -14.5% | +6.4% | -7.2% |
| 1Y | +180.5% | -31.9% | +212.4% | +208.7% |
| 3Y | +444.1% | -1.0% | +445.1% | +382.4% |
| 5Y | +83.0% | -18.7% | +101.7% | +55.1% |
| All | +83.0% | -37.5% | +120.5% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling