-49.1%
PNR vs SHAK
-34.9%
-14.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.7% |
| 7D | -6.0% | -8.3% | +2.3% | -4.9% |
| 30D | -14.0% | -12.6% | -1.3% | -12.4% |
| 3M | -21.7% | +9.1% | -30.8% | -22.8% |
| 6M | -37.3% | -31.2% | -6.0% | -35.0% |
| YTD | -45.1% | -21.6% | -23.5% | -44.3% |
| 1Y | -49.1% | -38.8% | -10.4% | -46.0% |
| All | -49.1% | -34.9% | -14.3% | -46.0% |
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