+152.6%
PR vs SHAK
+91.5%
+61.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.0% | +1.1% |
| 7D | -16.4% | +2.0% | -18.4% | -17.0% |
| 30D | -1.9% | +12.0% | -13.9% | -5.4% |
| 3M | +8.0% | +2.3% | +5.6% | +6.3% |
| 6M | +4.1% | -25.5% | +29.6% | +9.2% |
| YTD | +58.7% | -11.4% | +70.1% | +54.7% |
| 1Y | +75.8% | -21.8% | +97.6% | +77.4% |
| 3Y | +73.2% | +25.8% | +47.3% | +37.4% |
| 5Y | +230.1% | -21.0% | +251.1% | +189.0% |
| 10Y | +67.4% | +126.4% | -59.1% | +18.6% |
| All | +152.6% | +91.5% | +61.1% | +78.8% |
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