+167.8%
SLV vs PHM
+152.9%
+14.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.3% |
| 7D | +2.5% | -2.5% | +5.0% | +2.8% |
| 30D | +3.3% | -9.7% | +12.9% | +4.6% |
| 3M | -3.6% | +2.2% | -5.8% | -4.2% |
| 6M | -21.8% | -5.7% | -16.1% | -21.6% |
| YTD | -7.8% | +2.8% | -10.7% | -8.5% |
| 1Y | +58.3% | -14.4% | +72.7% | +60.3% |
| 3Y | +182.6% | +52.2% | +130.4% | +164.6% |
| 5Y | +167.8% | +154.3% | +13.5% | +127.3% |
| All | +167.8% | +152.9% | +14.9% | +127.3% |
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