+134.1%
PSX vs SHAK
-2.6%
+136.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | +1.7% | -8.3% | +10.0% | +2.6% |
| 30D | +15.6% | -12.6% | +28.3% | +17.2% |
| 3M | +46.5% | +9.1% | +37.3% | +44.3% |
| 6M | +55.0% | -31.2% | +86.3% | +60.0% |
| YTD | +105.3% | -21.6% | +126.9% | +106.4% |
| 1Y | +101.6% | -38.8% | +140.4% | +111.0% |
| 3Y | +134.1% | +0.6% | +133.5% | +128.2% |
| All | +134.1% | -2.6% | +136.8% | +128.2% |
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