+1.3%
PPL vs SHAK
-30.7%
+32.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -1.1% | -5.2% | +4.2% | -1.0% |
| 3M | 0.0% | +27.3% | -27.2% | -0.3% |
| 6M | -7.6% | -27.9% | +20.3% | -7.3% |
| YTD | +1.7% | -17.0% | +18.7% | +0.3% |
| All | +1.3% | -30.7% | +32.0% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling