+235.3%
SLV vs PHM
+545.0%
-309.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | +2.8% | -3.9% | +6.6% | +3.4% |
| 30D | +2.2% | -8.6% | +10.8% | +3.6% |
| 3M | +2.9% | -2.9% | +5.8% | +3.1% |
| 6M | -22.4% | -5.7% | -16.7% | -22.0% |
| YTD | -5.7% | +1.9% | -7.6% | -6.4% |
| 1Y | +63.3% | -12.3% | +75.6% | +65.5% |
| 3Y | +189.0% | +50.8% | +138.2% | +165.5% |
| 5Y | +172.7% | +157.3% | +15.4% | +125.2% |
| 10Y | +235.3% | +566.5% | -331.3% | +129.7% |
| All | +235.3% | +545.0% | -309.7% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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