-40.7%
SHAK vs PEGA
-37.0%
-3.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.0% | -2.4% |
| 7D | -11.0% | -5.3% | -5.7% | -10.3% |
| 30D | -14.0% | +8.3% | -22.3% | -15.1% |
| 3M | +13.3% | +8.9% | +4.3% | +10.8% |
| 6M | -35.3% | -19.7% | -15.6% | -35.1% |
| YTD | -24.0% | -39.9% | +15.9% | -22.3% |
| All | -40.7% | -37.0% | -3.7% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling