+65.7%
PNR vs SHAK
+31.3%
+34.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -5.5% | -11.0% | +5.5% | -3.3% |
| 30D | -15.6% | -14.0% | -1.5% | -13.0% |
| 3M | -20.2% | +13.3% | -33.5% | -22.5% |
| 6M | -36.6% | -35.3% | -1.3% | -32.2% |
| YTD | -45.0% | -24.0% | -21.0% | -43.3% |
| 1Y | -47.4% | -36.7% | -10.7% | -44.0% |
| 3Y | -13.7% | -5.4% | -8.3% | -18.5% |
| 5Y | -20.8% | -24.9% | +4.1% | -25.0% |
| 10Y | +65.2% | +79.6% | -14.4% | +22.9% |
| All | +65.7% | +31.3% | +34.5% | +25.0% |
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 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