+462.8%
PSX vs SHAK
+43.4%
+419.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.1% |
| 7D | +2.8% | -0.3% | +3.2% | +2.9% |
| 30D | +27.8% | -5.2% | +33.0% | +28.9% |
| 3M | +42.0% | +27.3% | +14.8% | +34.7% |
| 6M | +58.1% | -27.9% | +86.0% | +63.8% |
| YTD | +105.0% | -17.0% | +122.0% | +105.6% |
| 1Y | +104.9% | -30.9% | +135.8% | +112.1% |
| 3Y | +134.1% | +3.4% | +130.7% | +114.3% |
| 5Y | +363.8% | -20.5% | +384.3% | +325.8% |
| 10Y | +370.1% | +88.3% | +281.8% | +241.3% |
| All | +462.8% | +43.4% | +419.4% | +337.9% |
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