+82.2%
PR vs SHAK
+91.5%
-9.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.1% | +5.2% | +2.9% |
| 7D | +6.7% | +4.1% | +2.6% | +5.3% |
| 30D | -6.1% | +2.3% | -8.4% | -7.3% |
| 3M | +6.9% | -0.2% | +7.1% | +5.8% |
| 6M | +14.6% | +10.1% | +4.5% | +8.1% |
| YTD | +66.1% | -10.5% | +76.6% | +60.9% |
| 1Y | +77.0% | -22.4% | +99.4% | +78.9% |
| 3Y | +93.8% | +32.1% | +61.8% | +48.8% |
| 5Y | +268.2% | -14.0% | +282.2% | +209.2% |
| All | +82.2% | +91.5% | -9.3% | +21.6% |
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