-17.0%
PPG vs SHAK
-2.6%
-14.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.2% |
| 7D | -6.2% | -8.3% | +2.0% | -4.8% |
| 30D | -7.9% | -12.6% | +4.7% | -5.7% |
| 3M | -10.2% | +9.1% | -19.3% | -12.0% |
| 6M | +2.7% | -31.2% | +33.9% | +8.1% |
| YTD | +4.9% | -21.6% | +26.5% | +7.5% |
| 1Y | -3.2% | -38.8% | +35.6% | +3.6% |
| 3Y | -17.0% | +0.6% | -17.6% | -22.2% |
| All | -17.0% | -2.6% | -14.4% | -22.2% |
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