+21.1%
PSA vs SHAK
-2.6%
+23.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.9% |
| 6M | +0.8% | -31.2% | +32.0% | +3.9% |
| YTD | +16.5% | -21.6% | +38.1% | +18.0% |
| 1Y | +4.7% | -38.8% | +43.5% | +9.0% |
| 3Y | +21.1% | +0.6% | +20.4% | +9.1% |
| All | +21.1% | -2.6% | +23.7% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling