+78.6%
PR vs SHAK
-35.2%
+113.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.5% |
| 7D | -0.8% | -7.2% | +6.4% | -1.3% |
| 30D | +11.3% | -11.8% | +23.1% | +10.4% |
| 3M | +24.1% | +17.2% | +6.9% | +25.0% |
| 6M | +25.4% | -34.1% | +59.5% | +26.0% |
| YTD | +71.2% | -22.4% | +93.6% | +76.8% |
| 1Y | +78.6% | -35.9% | +114.5% | +75.5% |
| All | +78.6% | -35.2% | +113.9% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling