+164.7%
SLV vs PM
+242.6%
-77.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | +3.7% | -6.6% | +10.3% | +4.7% |
| 30D | -15.2% | -3.4% | -11.7% | -14.8% |
| 3M | -21.8% | +5.3% | -27.1% | -22.7% |
| 6M | -36.3% | +15.5% | -51.9% | -38.4% |
| YTD | -27.8% | +24.3% | -52.1% | -31.2% |
| 1Y | +1.5% | +29.7% | -28.2% | -4.0% |
| 3Y | +128.5% | +144.9% | -16.4% | +91.0% |
| 5Y | +103.2% | +159.0% | -55.8% | +67.6% |
| 10Y | +164.7% | +250.9% | -86.2% | +84.4% |
| All | +164.7% | +242.6% | -77.9% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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