+1,681.1%
PLTR vs SLV
+116.2%
+1,564.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.8% |
| 7D | -5.1% | +5.6% | -10.8% | -6.4% |
| 30D | -19.1% | -12.1% | -6.9% | -16.6% |
| 3M | -1.6% | -16.3% | +14.6% | +2.3% |
| 6M | +22.8% | -34.1% | +56.9% | +34.1% |
| YTD | -4.8% | -25.3% | +20.5% | -2.8% |
| 1Y | -4.9% | +9.6% | -14.5% | -12.8% |
| 3Y | +826.1% | +132.7% | +693.4% | +579.5% |
| 5Y | +597.7% | +113.7% | +484.1% | +406.7% |
| All | +1,681.1% | +116.2% | +1,564.9% | +1,297.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling