+132.7%
SLV vs PHM
+70.2%
+62.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.2% | +2.3% |
| 7D | +5.6% | +3.5% | +2.1% | +5.0% |
| 30D | -12.1% | +21.2% | -33.3% | -14.8% |
| 3M | -16.3% | +2.5% | -18.7% | -16.8% |
| 6M | -34.1% | +16.1% | -50.2% | -35.9% |
| YTD | -25.3% | +16.6% | -41.9% | -27.3% |
| 1Y | +9.6% | +14.4% | -4.8% | +6.8% |
| 3Y | +132.7% | +71.9% | +60.8% | +106.2% |
| All | +132.7% | +70.2% | +62.5% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling