+1.5%
PSKY vs SHAK
-34.4%
+35.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.6% | +1.8% |
| 7D | -6.0% | -11.0% | +5.0% | -4.7% |
| 30D | +10.7% | -14.0% | +24.7% | +12.4% |
| 3M | +1.2% | +13.3% | -12.1% | +0.2% |
| 6M | +1.5% | -35.3% | +36.8% | +2.4% |
| All | +1.5% | -34.4% | +35.9% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling