+116.0%
SLV vs PBF
+80.0%
+36.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.2% |
| 7D | -5.8% | +6.5% | -12.3% | -6.0% |
| 30D | -12.1% | -20.0% | +7.9% | -11.8% |
| 3M | -24.1% | -3.3% | -20.8% | -24.2% |
| 6M | -44.4% | +76.8% | -121.2% | -45.4% |
| YTD | -31.5% | +168.9% | -200.4% | -36.6% |
| 1Y | -6.9% | +96.4% | -103.3% | -10.8% |
| 3Y | +116.0% | +77.2% | +38.8% | +108.1% |
| All | +116.0% | +80.0% | +36.0% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling