+46.8%
SHAK vs PEGA
+275.6%
-228.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.2% |
| 7D | -0.3% | -2.4% | +2.1% | +0.7% |
| 30D | -5.2% | +9.6% | -14.9% | -9.3% |
| 3M | +27.3% | +2.3% | +24.9% | +23.9% |
| 6M | -27.9% | -23.9% | -4.0% | -21.2% |
| YTD | -17.0% | -39.8% | +22.8% | -1.9% |
| 1Y | -30.9% | -37.4% | +6.5% | -20.9% |
| 3Y | +3.4% | +53.1% | -49.8% | -27.4% |
| 5Y | -20.5% | -47.2% | +26.8% | -13.8% |
| 10Y | +88.3% | +174.3% | -86.1% | -0.5% |
| All | +46.8% | +275.6% | -228.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PEGA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling