+131.5%
PM vs SHAK
-27.4%
+158.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.2% |
| 7D | +1.9% | -11.0% | +12.9% | +2.2% |
| 30D | +1.9% | -14.0% | +15.9% | +2.2% |
| 3M | +4.6% | +13.3% | -8.7% | +4.3% |
| 6M | +11.7% | -35.3% | +47.0% | +12.5% |
| YTD | +20.4% | -24.0% | +44.3% | +20.6% |
| 1Y | +19.0% | -36.7% | +55.7% | +19.7% |
| 3Y | +130.4% | -5.4% | +135.7% | +123.1% |
| 5Y | +131.5% | -24.9% | +156.4% | +126.7% |
| All | +131.5% | -27.4% | +158.9% | +126.7% |
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 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