+92.9%
SLV vs PL
+28.1%
+64.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -1.0% |
| 7D | +5.1% | -6.8% | +11.9% | +5.5% |
| 30D | -12.9% | -29.3% | +16.4% | -10.6% |
| 3M | -16.1% | -44.8% | +28.7% | -12.3% |
| 6M | -33.2% | -68.4% | +35.2% | -27.5% |
| YTD | -27.2% | -36.4% | +9.1% | -25.4% |
| 1Y | +7.6% | +0.7% | +6.9% | +6.6% |
| 3Y | +122.3% | +455.3% | -333.0% | +89.0% |
| 5Y | +109.7% | +22.7% | +87.0% | +94.9% |
| All | +92.9% | +28.1% | +64.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling