+333.1%
SLV vs PHM
+299.3%
+33.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -3.2% | +2.9% | 0.0% |
| 30D | +6.7% | -6.4% | +13.1% | +7.3% |
| 3M | -10.7% | +5.5% | -16.2% | -11.3% |
| 6M | -20.6% | -5.4% | -15.2% | -20.3% |
| YTD | -7.1% | +6.6% | -13.7% | -7.9% |
| 1Y | +62.0% | -8.8% | +70.8% | +62.8% |
| 3Y | +169.8% | +54.1% | +115.7% | +156.0% |
| 5Y | +161.5% | +144.5% | +17.0% | +134.9% |
| 10Y | +224.4% | +569.4% | -345.0% | +162.6% |
| All | +333.1% | +299.3% | +33.8% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling