+113.7%
SLV vs PHM
+180.8%
-67.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.2% | +2.3% |
| 7D | +5.6% | +3.5% | +2.1% | +5.1% |
| 30D | -12.1% | +21.2% | -33.3% | -14.5% |
| 3M | -16.3% | +2.5% | -18.7% | -16.7% |
| 6M | -34.1% | +16.1% | -50.2% | -35.7% |
| YTD | -25.3% | +16.6% | -41.9% | -27.1% |
| 1Y | +9.6% | +14.4% | -4.8% | +7.1% |
| 3Y | +132.7% | +71.9% | +60.8% | +114.0% |
| 5Y | +113.7% | +174.3% | -60.7% | +77.8% |
| All | +113.7% | +180.8% | -67.2% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling