+169.5%
PR vs SHAK
+84.8%
+84.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +18.0% | -6.6% | +24.7% | +20.1% |
| 3M | +16.9% | +30.1% | -13.2% | +6.5% |
| 6M | +28.2% | -28.7% | +57.0% | +35.8% |
| YTD | +69.3% | -14.5% | +83.8% | +68.0% |
| 1Y | +69.5% | -31.9% | +101.4% | +78.9% |
| 3Y | +81.7% | -1.0% | +82.6% | +56.9% |
| 5Y | +422.2% | -18.7% | +440.9% | +347.8% |
| 10Y | +110.4% | +98.1% | +12.3% | +52.1% |
| All | +169.5% | +84.8% | +84.7% | +94.2% |
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