Behold James' Persona Loki. A shadow is malevolent manifestation of one's inner thoughts that you suppressed or denied, your darker self, that broke loose, and free of all control. But Persona is your Shadow tamed and trained,
"I am thou... thou art i... from the sea of thy soul i come forth... to bring onto those that have wrong thou chaos for I am Loki..."

Art @  pichu90
Loki @  JamesG
Pokemon @ Gamefreak