+46.9%
PM vs SHAK
-21.2%
+68.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.3% | +1.6% |
| 7D | +4.3% | +8.3% | -4.1% | +4.3% |
| 30D | +11.5% | +16.7% | -5.2% | +11.6% |
| 3M | +13.0% | +10.0% | +3.1% | +13.1% |
| 6M | +25.9% | -23.8% | +49.7% | +25.4% |
| YTD | +34.0% | -10.3% | +44.3% | +32.7% |
| 1Y | +46.9% | -22.9% | +69.8% | +47.7% |
| All | +46.9% | -21.2% | +68.1% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling