+304.3%
PM vs SHAK
+43.4%
+260.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -2.6% | -5.2% | +2.7% | -2.3% |
| 3M | +5.8% | +27.3% | -21.5% | +4.0% |
| 6M | +10.6% | -27.9% | +38.4% | +12.0% |
| YTD | +17.2% | -17.0% | +34.1% | +17.4% |
| 1Y | +17.6% | -30.9% | +48.6% | +19.2% |
| 3Y | +124.3% | +3.4% | +120.9% | +114.9% |
| 5Y | +125.1% | -20.5% | +145.6% | +116.2% |
| 10Y | +198.6% | +88.3% | +110.3% | +155.6% |
| All | +304.3% | +43.4% | +260.9% | +241.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling