+2,314.7%
PWR vs SHAK
+34.1%
+2,280.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.7% |
| 7D | +2.7% | -7.2% | +9.9% | +4.0% |
| 30D | -5.1% | -11.8% | +6.7% | -3.1% |
| 3M | -9.4% | +17.2% | -26.5% | -12.7% |
| 6M | +10.4% | -34.1% | +44.6% | +16.8% |
| YTD | +48.6% | -22.4% | +71.0% | +51.8% |
| 1Y | +68.0% | -35.9% | +103.9% | +77.3% |
| 3Y | +204.7% | -3.4% | +208.1% | +187.3% |
| 5Y | +451.9% | -25.4% | +477.4% | +423.3% |
| 10Y | +2,425.3% | +83.4% | +2,341.9% | +1,780.3% |
| All | +2,314.7% | +34.1% | +2,280.7% | +1,685.6% |
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