+226.7%
SLV vs PHM
+308.1%
-81.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.1% |
| 7D | -3.9% | -6.1% | +2.2% | -3.2% |
| 30D | -15.6% | +13.7% | -29.4% | -16.7% |
| 3M | -23.6% | -1.5% | -22.1% | -23.5% |
| 6M | -42.6% | +11.3% | -53.8% | -43.3% |
| YTD | -30.0% | +8.9% | -38.9% | -30.7% |
| 1Y | -6.6% | +6.1% | -12.7% | -7.4% |
| 3Y | +121.8% | +57.7% | +64.2% | +110.1% |
| 5Y | +92.7% | +159.0% | -66.3% | +72.2% |
| 10Y | +174.0% | +676.2% | -502.2% | +119.2% |
| All | +226.7% | +308.1% | -81.4% | +128.2% |
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 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