+239.3%
SLV vs PH
+2,266.0%
-2,026.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.6% |
| 7D | +5.1% | +2.0% | +3.1% | +4.6% |
| 30D | -12.9% | -3.7% | -9.2% | -12.4% |
| 3M | -16.1% | -14.0% | -2.0% | -13.8% |
| 6M | -33.2% | +2.1% | -35.3% | -33.5% |
| YTD | -27.2% | +5.1% | -32.3% | -27.9% |
| 1Y | +7.6% | +10.9% | -3.3% | +5.6% |
| 3Y | +122.3% | +132.9% | -10.6% | +89.7% |
| 5Y | +109.7% | +200.1% | -90.4% | +68.6% |
| 10Y | +168.4% | +783.8% | -615.4% | +70.4% |
| All | +239.3% | +2,266.0% | -2,026.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 all: compounded portfolio wealth divided by compounded PH 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…
all analysis · Full analysis span regression · 6 months rolling