+70.3%
PR vs SHAK
+111.2%
-40.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -9.5% | +8.2% | -17.7% | -11.8% |
| 30D | -5.7% | +13.5% | -19.1% | -9.6% |
| 3M | +3.0% | +6.2% | -3.2% | +0.1% |
| 6M | +11.8% | +8.2% | +3.6% | +6.0% |
| YTD | +58.5% | -6.5% | +65.0% | +51.6% |
| 1Y | +69.9% | -19.2% | +89.1% | +69.7% |
| 3Y | +84.9% | +37.9% | +47.0% | +40.3% |
| 5Y | +246.4% | -9.5% | +255.9% | +186.4% |
| 10Y | +70.3% | +106.2% | -35.9% | +12.5% |
| All | +70.3% | +111.2% | -40.9% | +12.5% |
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