-17.7%
PSKY vs SHAK
-2.6%
-15.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.0% | +1.7% |
| 7D | -2.4% | -8.3% | +5.9% | -1.4% |
| 30D | +11.6% | -12.6% | +24.2% | +13.3% |
| 3M | +1.5% | +9.1% | -7.6% | +0.3% |
| 6M | +7.7% | -31.2% | +39.0% | +10.8% |
| YTD | -20.1% | -21.6% | +1.5% | -19.3% |
| 1Y | -38.3% | -38.8% | +0.5% | -35.8% |
| 3Y | -17.7% | +0.6% | -18.4% | -29.4% |
| All | -17.7% | -2.6% | -15.1% | -29.4% |
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