+87.1%
PR vs SHAK
+84.4%
+2.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +17.4% | -5.2% | +22.6% | +19.1% |
| 3M | +21.8% | +27.3% | -5.5% | +11.3% |
| 6M | +27.6% | -27.9% | +55.5% | +34.7% |
| YTD | +71.4% | -17.0% | +88.4% | +71.4% |
| 1Y | +78.3% | -30.9% | +109.3% | +87.2% |
| 3Y | +85.5% | +3.4% | +82.1% | +56.4% |
| 5Y | +422.7% | -20.5% | +443.1% | +347.5% |
| 10Y | +87.1% | +88.3% | -1.1% | +33.4% |
| All | +87.1% | +84.4% | +2.8% | +33.4% |
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