+67.9%
PPL vs SHAK
+97.6%
-29.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.0% |
| 7D | -0.4% | +4.3% | -4.7% | -0.8% |
| 30D | +2.6% | +9.0% | -6.4% | +1.6% |
| 3M | +0.8% | +1.8% | -1.0% | +0.3% |
| 6M | +1.4% | +17.3% | -15.9% | -0.9% |
| YTD | +4.3% | -7.6% | +11.9% | +3.3% |
| 1Y | +0.8% | -16.9% | +17.7% | +0.9% |
| 3Y | +57.9% | +35.1% | +22.9% | +43.4% |
| 5Y | +48.3% | -11.3% | +59.6% | +37.9% |
| All | +67.9% | +97.6% | -29.7% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling