+81.7%
SLV vs PCOR
-10.3%
+92.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +5.1% | +22.7% | -17.6% | +3.1% |
| 30D | -12.9% | +37.5% | -50.4% | -15.4% |
| 3M | -16.1% | +35.2% | -51.3% | -18.5% |
| 6M | -33.2% | +42.2% | -75.4% | -35.6% |
| YTD | -27.2% | +3.6% | -30.8% | -28.0% |
| 1Y | +7.6% | -4.8% | +12.4% | +7.5% |
| 3Y | +122.3% | +48.3% | +74.0% | +108.3% |
| 5Y | +109.7% | -20.1% | +129.8% | +98.7% |
| All | +81.7% | -10.3% | +92.1% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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