+322.1%
PTC vs SHAK
+47.7%
+274.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.2% | -6.1% |
| 7D | -10.3% | -0.7% | -9.6% | -10.2% |
| 30D | +1.1% | -6.6% | +7.8% | +2.2% |
| 3M | +1.6% | +30.1% | -28.5% | -3.7% |
| 6M | -13.5% | -28.7% | +15.3% | -10.3% |
| YTD | -19.1% | -14.5% | -4.6% | -19.3% |
| 1Y | -33.9% | -31.9% | -2.0% | -31.4% |
| 3Y | -3.9% | -1.0% | -2.9% | -11.1% |
| 5Y | +6.0% | -18.7% | +24.7% | -2.4% |
| 10Y | +223.7% | +98.1% | +125.6% | +140.3% |
| All | +322.1% | +47.7% | +274.4% | +218.6% |
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 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