+1,692.6%
PLTR vs SLV
+166.6%
+1,526.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | -5.3% | +2.5% | -7.9% | -5.9% |
| 30D | -1.0% | +3.3% | -4.2% | -1.8% |
| 3M | +24.8% | -3.6% | +28.4% | +25.6% |
| 6M | +8.4% | -21.8% | +30.2% | +13.3% |
| YTD | -4.2% | -7.8% | +3.6% | -6.7% |
| 1Y | +9.1% | +58.3% | -49.2% | -9.1% |
| 3Y | +1,025.6% | +182.6% | +843.0% | +689.1% |
| 5Y | +565.8% | +167.8% | +398.0% | +359.9% |
| All | +1,692.6% | +166.6% | +1,526.0% | +1,241.3% |
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