+47.2%
PYPL vs SLV
+169.5%
-122.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.9% |
| 7D | +2.2% | +5.6% | -3.5% | +1.2% |
| 30D | +8.1% | -12.1% | +20.3% | +10.3% |
| 3M | +1.9% | -16.3% | +18.2% | +4.8% |
| 6M | +33.1% | -34.1% | +67.2% | +41.9% |
| YTD | +3.8% | -25.3% | +29.0% | +3.4% |
| 1Y | -8.3% | +9.6% | -17.9% | -17.0% |
| 3Y | +11.9% | +132.7% | -120.8% | -18.2% |
| 5Y | -70.4% | +113.7% | -184.1% | -78.4% |
| 10Y | +47.2% | +175.9% | -128.7% | -9.9% |
| All | +47.2% | +169.5% | -122.4% | -9.9% |
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