+38.7%
SHAK vs PSLV
+210.4%
-171.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | -8.3% | -3.5% | -4.8% | -7.7% |
| 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% | -28.2% |
| YTD | -21.6% | -11.4% | -10.2% | -23.3% |
| 1Y | -38.8% | +48.6% | -87.4% | -47.4% |
| 3Y | +0.6% | +166.9% | -166.3% | -26.4% |
| 5Y | -22.5% | +152.4% | -174.9% | -43.4% |
| 10Y | +85.3% | +187.8% | -102.5% | +18.6% |
| All | +38.7% | +210.4% | -171.7% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling