+51.2%
SHAK vs PEGA
+292.0%
-240.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -0.7% | +3.3% | -4.0% | -2.0% |
| 30D | -6.6% | +17.7% | -24.4% | -13.2% |
| 3M | +30.1% | +5.8% | +24.3% | +24.9% |
| 6M | -28.7% | -20.3% | -8.5% | -23.7% |
| YTD | -14.5% | -37.1% | +22.6% | -0.7% |
| 1Y | -31.9% | -30.2% | -1.7% | -25.7% |
| 3Y | -1.0% | +48.1% | -49.1% | -29.2% |
| 5Y | -18.7% | -46.8% | +28.1% | -12.0% |
| 10Y | +98.1% | +191.3% | -93.2% | +2.2% |
| All | +51.2% | +292.0% | -240.8% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling