+40.1%
PYPL vs SHAK
+87.2%
-47.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | -2.3% | -8.3% | +6.0% | 0.0% |
| 30D | -9.0% | -12.6% | +3.6% | -5.7% |
| 3M | +30.6% | +9.1% | +21.5% | +26.6% |
| 6M | +18.6% | -31.2% | +49.8% | +27.1% |
| YTD | -7.2% | -21.6% | +14.4% | -5.0% |
| 1Y | -19.3% | -38.8% | +19.5% | -11.7% |
| 3Y | -12.3% | +0.6% | -12.9% | -22.1% |
| 5Y | -80.9% | -22.5% | -58.4% | -82.6% |
| All | +40.1% | +87.2% | -47.1% | -3.7% |
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