-14.8%
PNR vs SHAK
-2.6%
-12.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.9% |
| 7D | -6.0% | -8.3% | +2.3% | -4.4% |
| 30D | -14.0% | -12.6% | -1.3% | -11.7% |
| 3M | -21.7% | +9.1% | -30.8% | -23.4% |
| 6M | -37.3% | -31.2% | -6.0% | -33.7% |
| YTD | -45.1% | -21.6% | -23.5% | -43.9% |
| 1Y | -49.1% | -38.8% | -10.4% | -45.2% |
| 3Y | -14.8% | +0.6% | -15.5% | -23.7% |
| All | -14.8% | -2.6% | -12.2% | -23.7% |
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 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