+63.2%
PYPL vs SLV
+214.8%
-151.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.9% | +5.1% | -1.2% | +3.1% |
| 30D | +7.8% | -12.9% | +20.7% | +10.0% |
| 3M | -0.7% | -16.1% | +15.4% | +2.0% |
| 6M | +28.8% | -33.2% | +61.9% | +36.5% |
| YTD | +2.4% | -27.2% | +29.6% | +2.7% |
| 1Y | -9.6% | +7.6% | -17.2% | -17.1% |
| 3Y | +9.7% | +122.3% | -112.7% | -16.6% |
| 5Y | -73.5% | +109.7% | -183.2% | -79.9% |
| 10Y | +46.5% | +168.4% | -122.0% | -2.8% |
| All | +63.2% | +214.8% | -151.6% | +6.2% |
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