+57.6%
PPL vs SHAK
+77.6%
-20.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.8% |
| 7D | 0.0% | -7.2% | +7.2% | +0.8% |
| 30D | -1.3% | -11.8% | +10.6% | 0.0% |
| 3M | -2.6% | +17.2% | -19.7% | -4.5% |
| 6M | -8.4% | -34.1% | +25.7% | -5.5% |
| YTD | +0.2% | -22.4% | +22.6% | +1.2% |
| 1Y | -0.2% | -35.9% | +35.7% | +2.7% |
| 3Y | +52.9% | -3.4% | +56.3% | +44.6% |
| 5Y | +36.8% | -25.4% | +62.3% | +29.3% |
| 10Y | +57.6% | +83.4% | -25.9% | +28.0% |
| All | +57.6% | +77.6% | -20.1% | +28.0% |
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