+239.8%
SLV vs PLD
+398.5%
-158.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.2% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -15.4% | -0.1% | -15.3% | -15.4% |
| 3M | -16.3% | -7.9% | -8.4% | -15.5% |
| 6M | -28.8% | -7.0% | -21.8% | -28.2% |
| YTD | -27.1% | +3.1% | -30.2% | -27.4% |
| 1Y | +7.5% | +7.1% | +0.4% | +6.6% |
| 3Y | +121.2% | +32.9% | +88.3% | +112.7% |
| 5Y | +110.0% | +1.5% | +108.4% | +106.5% |
| 10Y | +168.8% | +245.9% | -77.1% | +131.8% |
| All | +239.8% | +398.5% | -158.7% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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