+2.5%
PTC vs SHAK
-27.4%
+29.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.2% |
| 7D | -14.2% | -11.0% | -3.3% | -12.4% |
| 30D | -14.4% | -14.0% | -0.4% | -12.1% |
| 3M | -4.7% | +13.3% | -18.0% | -7.5% |
| 6M | -19.3% | -35.3% | +16.0% | -14.7% |
| YTD | -26.1% | -24.0% | -2.1% | -25.1% |
| 1Y | -37.1% | -36.7% | -0.4% | -33.7% |
| 3Y | -10.4% | -5.4% | -5.0% | -20.0% |
| 5Y | +2.5% | -24.9% | +27.4% | -9.2% |
| All | +2.5% | -27.4% | +29.9% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling