-73.9%
PYPL vs SLV
+107.9%
-181.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.9% | +5.1% | -1.2% | +3.3% |
| 30D | +7.8% | -12.9% | +20.7% | +9.4% |
| 3M | -0.7% | -16.1% | +15.4% | +1.3% |
| 6M | +28.8% | -33.2% | +61.9% | +34.6% |
| YTD | +2.4% | -27.2% | +29.6% | +1.4% |
| 1Y | -9.6% | +7.6% | -17.2% | -17.7% |
| 3Y | +9.7% | +122.3% | -112.7% | -18.3% |
| All | -73.9% | +107.9% | -181.8% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling