+48.5%
PPL vs SHAK
-19.2%
+67.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.7% |
| 7D | +0.4% | +2.0% | -1.6% | +0.3% |
| 30D | +5.4% | +12.0% | -6.6% | +4.6% |
| 3M | +4.3% | +2.3% | +1.9% | +4.0% |
| 6M | -1.3% | -25.5% | +24.2% | -0.1% |
| YTD | +4.7% | -11.4% | +16.1% | +4.3% |
| 1Y | +1.3% | -21.8% | +23.0% | +1.7% |
| 3Y | +57.2% | +25.8% | +31.4% | +46.5% |
| All | +48.5% | -19.2% | +67.7% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling