+309.1%
PNC vs SHAK
+34.1%
+275.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.3% |
| 7D | -0.7% | -7.2% | +6.5% | +0.7% |
| 30D | -4.4% | -11.8% | +7.4% | -2.2% |
| 3M | +4.5% | +17.2% | -12.7% | +0.6% |
| 6M | +19.1% | -34.1% | +53.2% | +26.3% |
| YTD | +18.0% | -22.4% | +40.4% | +20.8% |
| 1Y | +24.1% | -35.9% | +60.0% | +31.4% |
| 3Y | +130.0% | -3.4% | +133.4% | +115.4% |
| 5Y | +50.4% | -25.4% | +75.8% | +41.6% |
| 10Y | +271.3% | +83.4% | +187.9% | +177.1% |
| All | +309.1% | +34.1% | +275.0% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling