+165.7%
SLV vs PBF
+772.7%
-606.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.3% | +4.3% | -4.6% | -0.5% |
| 30D | +6.7% | +22.0% | -15.3% | +5.7% |
| 3M | -10.7% | +74.5% | -85.2% | -13.1% |
| 6M | -20.6% | +67.7% | -88.3% | -23.0% |
| YTD | -7.1% | +179.2% | -186.3% | -13.7% |
| 1Y | +62.0% | +170.0% | -108.0% | +50.2% |
| 3Y | +169.8% | +66.4% | +103.4% | +154.6% |
| All | +165.7% | +772.7% | -606.9% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling