-76.4%
PSKY vs SHAK
+34.1%
-110.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.5% | +1.1% | -3.9% |
| 7D | -6.8% | -7.2% | +0.4% | -5.2% |
| 30D | +10.2% | -11.8% | +22.1% | +13.4% |
| 3M | +0.3% | +17.2% | -16.9% | -3.9% |
| 6M | -7.8% | -34.1% | +26.4% | -1.0% |
| YTD | -23.0% | -22.4% | -0.6% | -20.9% |
| 1Y | -31.6% | -35.9% | +4.3% | -26.8% |
| 3Y | -21.3% | -3.4% | -18.0% | -29.1% |
| 5Y | -71.5% | -25.4% | -46.0% | -74.1% |
| 10Y | -75.6% | +83.4% | -159.1% | -82.5% |
| All | -76.4% | +34.1% | -110.5% | -83.0% |
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 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