+100.5%
PSA vs SHAK
+87.2%
+13.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | +0.3% |
| 7D | -1.8% | -8.3% | +6.5% | -0.9% |
| 30D | -8.4% | -12.6% | +4.3% | -7.0% |
| 3M | -7.8% | +9.1% | -17.0% | -9.0% |
| 6M | +0.8% | -31.2% | +32.0% | +3.8% |
| YTD | +16.5% | -21.6% | +38.1% | +18.0% |
| 1Y | +4.7% | -38.8% | +43.5% | +8.8% |
| 3Y | +21.1% | +0.6% | +20.4% | +15.9% |
| 5Y | +14.2% | -22.5% | +36.7% | +8.9% |
| All | +100.5% | +87.2% | +13.3% | +66.7% |
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