+51.4%
PYPL vs SLV
+301.7%
-250.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -4.9% | +6.7% | -11.6% | -5.8% |
| 3M | +28.9% | -10.7% | +39.6% | +31.0% |
| 6M | +18.2% | -20.6% | +38.8% | +21.8% |
| YTD | -5.0% | -7.1% | +2.1% | -8.1% |
| 1Y | -18.8% | +62.0% | -80.8% | -31.2% |
| 3Y | -12.6% | +169.8% | -182.4% | -35.2% |
| 5Y | -80.8% | +161.5% | -242.2% | -85.9% |
| 10Y | +49.9% | +224.4% | -174.5% | -3.9% |
| All | +51.4% | +301.7% | -250.4% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling