+531.1%
PLTR vs SHAK
-27.4%
+558.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | -9.1% | -11.0% | +1.8% | -4.5% |
| 30D | -5.2% | -14.0% | +8.8% | +1.1% |
| 3M | +27.4% | +13.3% | +14.1% | +18.9% |
| 6M | +9.7% | -35.3% | +45.1% | +25.4% |
| YTD | -6.7% | -24.0% | +17.3% | -2.6% |
| 1Y | -0.5% | -36.7% | +36.2% | +12.4% |
| 3Y | +996.2% | -5.4% | +1,001.6% | +763.1% |
| 5Y | +531.1% | -24.9% | +556.0% | +429.4% |
| All | +531.1% | -27.4% | +558.5% | +429.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling