+0.6%
SHAK vs PSLV
+165.9%
-165.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -8.3% | -3.5% | -4.8% | -7.9% |
| 30D | -12.6% | -2.1% | -10.5% | -12.4% |
| 3M | +9.1% | -1.6% | +10.8% | +9.2% |
| 6M | -31.2% | -25.5% | -5.8% | -29.4% |
| YTD | -21.6% | -11.4% | -10.2% | -23.7% |
| 1Y | -38.8% | +48.6% | -87.4% | -46.5% |
| 3Y | +0.6% | +166.9% | -166.3% | -31.9% |
| All | +0.6% | +165.9% | -165.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling