+2.7%
PPG vs SHAK
-33.5%
+36.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -5.8% |
| 3M | -10.2% | +9.1% | -19.3% | -11.9% |
| 6M | +2.7% | -31.2% | +33.9% | +6.8% |
| All | +2.7% | -33.5% | +36.1% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling