+311.9%
PTC vs SHAK
+97.6%
+214.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.8% |
| 7D | +0.5% | +4.3% | -3.8% | -0.4% |
| 30D | +1.2% | +9.0% | -7.8% | -0.8% |
| 3M | +27.4% | +1.8% | +25.5% | +26.4% |
| 6M | +39.2% | +17.3% | +21.9% | +33.2% |
| YTD | +12.5% | -7.6% | +20.1% | +9.9% |
| 1Y | +12.3% | -16.9% | +29.2% | +12.0% |
| 3Y | +28.8% | +35.1% | -6.2% | +9.3% |
| 5Y | +60.9% | -11.3% | +72.1% | +43.3% |
| All | +311.9% | +97.6% | +214.3% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling