-77.5%
PLTD vs SHAK
-49.5%
-28.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.7% |
| 7D | +5.9% | -0.7% | +6.6% | +5.8% |
| 30D | -11.6% | -6.6% | -5.0% | -13.1% |
| 3M | -29.9% | +30.1% | -60.0% | -23.4% |
| 6M | -28.5% | -28.7% | +0.2% | -33.4% |
| YTD | -20.4% | -14.5% | -5.9% | -19.0% |
| 1Y | -33.3% | -31.9% | -1.4% | -38.6% |
| All | -77.5% | -49.5% | -28.1% | -78.1% |
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