+129.4%
PSA vs SHAK
+34.1%
+95.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.7% |
| 7D | -2.2% | -7.2% | +5.0% | -1.6% |
| 30D | -9.6% | -11.8% | +2.3% | -8.5% |
| 3M | -7.9% | +17.2% | -25.1% | -9.5% |
| 6M | -2.0% | -34.1% | +32.1% | +0.9% |
| YTD | +15.7% | -22.4% | +38.1% | +17.2% |
| 1Y | +5.8% | -35.9% | +41.7% | +8.8% |
| 3Y | +21.6% | -3.4% | +24.9% | +18.0% |
| 5Y | +13.1% | -25.4% | +38.6% | +9.3% |
| 10Y | +101.3% | +83.4% | +17.8% | +76.0% |
| All | +129.4% | +34.1% | +95.4% | +97.9% |
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