-24.9%
SHAK vs PEGA
-47.2%
+22.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.0% | -2.8% |
| 7D | -11.0% | -5.3% | -5.7% | -9.1% |
| 30D | -14.0% | +8.3% | -22.3% | -16.9% |
| 3M | +13.3% | +8.9% | +4.3% | +8.2% |
| 6M | -35.3% | -19.7% | -15.6% | -31.2% |
| YTD | -24.0% | -39.9% | +15.9% | -11.1% |
| 1Y | -36.7% | -36.4% | -0.3% | -28.6% |
| 3Y | -5.4% | +52.8% | -58.2% | -32.7% |
| 5Y | -24.9% | -45.7% | +20.8% | -14.2% |
| All | -24.9% | -47.2% | +22.3% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling