+216.5%
SLV vs PBR
+703.7%
-487.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.6% |
| 7D | -5.0% | +4.2% | -9.3% | -5.5% |
| 30D | -1.8% | +22.7% | -24.5% | -4.2% |
| 3M | -0.3% | +21.5% | -21.8% | -2.8% |
| 6M | -28.2% | +24.0% | -52.2% | -30.5% |
| YTD | -10.7% | +88.2% | -99.0% | -17.5% |
| 1Y | +53.7% | +74.8% | -21.1% | +42.9% |
| 3Y | +173.7% | +105.1% | +68.6% | +148.1% |
| 5Y | +161.5% | +572.2% | -410.8% | +106.5% |
| All | +216.5% | +703.7% | -487.3% | +123.5% |
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