+36.9%
PYPL vs SLV
+216.1%
-179.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.1% |
| 7D | +1.7% | +2.5% | -0.8% | +1.4% |
| 30D | -9.7% | +3.3% | -13.0% | -10.1% |
| 3M | +29.2% | -3.6% | +32.8% | +29.8% |
| 6M | +13.9% | -21.8% | +35.7% | +17.8% |
| YTD | -8.1% | -7.8% | -0.3% | -11.3% |
| 1Y | -21.4% | +58.3% | -79.7% | -34.0% |
| 3Y | -11.8% | +182.6% | -194.4% | -37.3% |
| 5Y | -81.1% | +167.8% | -248.9% | -86.7% |
| 10Y | +36.9% | +218.9% | -181.9% | -17.5% |
| All | +36.9% | +216.1% | -179.2% | -17.5% |
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