+218.9%
SLV vs PBF
+354.3%
-135.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -0.9% |
| 7D | +2.5% | +2.4% | +0.1% | +2.4% |
| 30D | +3.3% | +24.9% | -21.6% | +2.5% |
| 3M | -3.6% | +81.9% | -85.5% | -5.5% |
| 6M | -21.8% | +79.4% | -101.2% | -23.7% |
| YTD | -7.8% | +188.3% | -196.1% | -11.9% |
| 1Y | +58.3% | +177.3% | -119.0% | +51.2% |
| 3Y | +182.6% | +56.0% | +126.6% | +172.9% |
| 5Y | +167.8% | +804.0% | -636.2% | +143.5% |
| 10Y | +218.9% | +334.1% | -115.2% | +188.4% |
| All | +218.9% | +354.3% | -135.4% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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