+128.3%
PM vs SHAK
-5.6%
+133.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.2% |
| 7D | +1.9% | -11.0% | +12.9% | +1.9% |
| 30D | +1.9% | -14.0% | +15.9% | +1.8% |
| 3M | +4.6% | +13.3% | -8.7% | +4.7% |
| 6M | +11.7% | -35.3% | +47.0% | +11.6% |
| YTD | +20.4% | -24.0% | +44.3% | +20.2% |
| 1Y | +19.0% | -36.7% | +55.7% | +19.0% |
| All | +128.3% | -5.6% | +133.9% | +118.6% |
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