+150.0%
PM vs SHAK
+36.4%
+113.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.2% |
| 7D | +0.5% | +4.3% | -3.8% | +0.6% |
| 30D | -3.2% | +9.0% | -12.3% | -3.2% |
| 3M | +6.2% | +1.8% | +4.4% | +6.2% |
| 6M | +7.7% | +17.3% | -9.6% | +7.9% |
| YTD | +27.3% | -7.6% | +34.9% | +27.2% |
| 1Y | +32.8% | -16.9% | +49.7% | +32.6% |
| 3Y | +150.0% | +35.1% | +115.0% | +135.4% |
| All | +150.0% | +36.4% | +113.6% | +135.4% |
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 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