+218.5%
PWR vs SHAK
-2.6%
+221.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +2.0% | +4.7% |
| 7D | +4.2% | -8.3% | +12.5% | +5.5% |
| 30D | -4.0% | -12.6% | +8.6% | -2.1% |
| 3M | -4.8% | +9.1% | -13.9% | -6.7% |
| 6M | +14.6% | -31.2% | +45.9% | +20.6% |
| YTD | +54.2% | -21.6% | +75.8% | +57.5% |
| 1Y | +67.1% | -38.8% | +105.9% | +78.9% |
| 3Y | +218.5% | +0.6% | +217.8% | +211.3% |
| All | +218.5% | -2.6% | +221.1% | +211.3% |
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