-70.4%
PSKY vs SHAK
-22.8%
-47.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.0% | +1.5% |
| 7D | -2.4% | -8.3% | +5.9% | -0.8% |
| 30D | +11.6% | -12.6% | +24.2% | +14.3% |
| 3M | +1.5% | +9.1% | -7.6% | -0.5% |
| 6M | +7.7% | -31.2% | +39.0% | +13.0% |
| YTD | -20.1% | -21.6% | +1.5% | -18.7% |
| 1Y | -38.3% | -38.8% | +0.5% | -34.2% |
| 3Y | -17.7% | +0.6% | -18.4% | -27.3% |
| All | -70.4% | -22.8% | -47.6% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling