-31.8%
PNR vs SHAK
-21.2%
-10.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.5% | +2.7% |
| 7D | +11.9% | +8.3% | +3.6% | +10.7% |
| 30D | +37.1% | +16.7% | +20.4% | +34.2% |
| 3M | +5.7% | +10.0% | -4.3% | +4.1% |
| 6M | -5.7% | -23.8% | +18.1% | -3.4% |
| YTD | -29.8% | -10.3% | -19.5% | -30.2% |
| 1Y | -31.8% | -22.9% | -8.9% | -27.8% |
| All | -31.8% | -21.2% | -10.6% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling