+113.7%
SLV vs PBF
+407.7%
-294.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.6% |
| 7D | +5.6% | -7.4% | +13.0% | +5.9% |
| 30D | -12.1% | -17.5% | +5.3% | -11.6% |
| 3M | -16.3% | +13.1% | -29.4% | -16.9% |
| 6M | -34.1% | +72.6% | -106.7% | -35.8% |
| YTD | -25.3% | +161.2% | -186.5% | -30.2% |
| 1Y | +9.6% | +93.3% | -83.7% | +4.6% |
| 3Y | +132.7% | +80.7% | +52.0% | +118.6% |
| 5Y | +113.7% | +396.1% | -282.4% | +87.9% |
| All | +113.7% | +407.7% | -294.1% | +87.9% |
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