+46.5%
PYPL vs SHAK
+17.3%
+29.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.4% | -2.5% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | -9.7% | -5.2% | -4.5% | -8.5% |
| 3M | +29.2% | +27.3% | +1.9% | +20.6% |
| 6M | +13.9% | -27.9% | +41.8% | +20.3% |
| YTD | -8.1% | -17.0% | +8.9% | -7.3% |
| 1Y | -21.4% | -30.9% | +9.6% | -17.0% |
| 3Y | -11.8% | +3.4% | -15.2% | -21.2% |
| 5Y | -81.1% | -20.5% | -60.7% | -82.7% |
| 10Y | +36.9% | +88.3% | -51.3% | -6.4% |
| All | +46.5% | +17.3% | +29.2% | +4.9% |
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