+175.8%
SLV vs PBR
+585.8%
-410.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -5.8% | -1.0% | -4.8% | -5.8% |
| 30D | -12.1% | -29.3% | +17.2% | -8.9% |
| 3M | -24.1% | +5.5% | -29.6% | -25.1% |
| 6M | -44.4% | -2.9% | -41.5% | -44.6% |
| YTD | -31.5% | +61.5% | -93.0% | -36.0% |
| 1Y | -6.9% | +46.9% | -53.8% | -12.1% |
| 3Y | +116.0% | +66.4% | +49.6% | +99.5% |
| 5Y | +88.4% | +460.3% | -371.9% | +51.0% |
| All | +175.8% | +585.8% | -410.0% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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