+950.4%
PLTR vs SHAK
-5.6%
+956.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | -9.1% | -11.0% | +1.8% | -6.1% |
| 30D | -5.2% | -14.0% | +8.8% | -1.2% |
| 3M | +27.4% | +13.3% | +14.1% | +22.1% |
| 6M | +9.7% | -35.3% | +45.1% | +19.8% |
| YTD | -6.7% | -24.0% | +17.3% | -4.1% |
| 1Y | -0.5% | -36.7% | +36.2% | +8.2% |
| All | +950.4% | -5.6% | +956.0% | +959.5% |
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