+76.2%
PPL vs SHAK
+47.7%
+28.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.7% | -0.7% | +3.4% | +2.7% |
| 30D | +0.5% | -6.6% | +7.1% | +1.0% |
| 3M | +0.7% | +30.1% | -29.4% | -2.0% |
| 6M | -7.6% | -28.7% | +21.1% | -5.7% |
| YTD | +1.8% | -14.5% | +16.3% | +1.9% |
| 1Y | -0.8% | -31.9% | +31.1% | +1.3% |
| 3Y | +56.9% | -1.0% | +57.8% | +49.9% |
| 5Y | +39.5% | -18.7% | +58.2% | +32.3% |
| 10Y | +55.4% | +98.1% | -42.7% | +28.8% |
| All | +76.2% | +47.7% | +28.5% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling