-81.0%
PYPL vs SHAK
-27.4%
-53.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.8% |
| 7D | -5.9% | -11.0% | +5.0% | -2.6% |
| 30D | -9.4% | -14.0% | +4.6% | -5.2% |
| 3M | +31.3% | +13.3% | +18.1% | +25.1% |
| 6M | +19.1% | -35.3% | +54.4% | +31.5% |
| YTD | -7.9% | -24.0% | +16.1% | -5.0% |
| 1Y | -17.9% | -36.7% | +18.8% | -10.2% |
| 3Y | -11.6% | -5.4% | -6.2% | -26.3% |
| 5Y | -81.0% | -24.9% | -56.1% | -84.2% |
| All | -81.0% | -27.4% | -53.6% | -84.2% |
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