+182.0%
SLV vs PM
+260.5%
-78.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -3.9% | -2.4% | -1.5% | -3.5% |
| 30D | -15.6% | -1.3% | -14.3% | -15.6% |
| 3M | -23.6% | +6.5% | -30.1% | -24.6% |
| 6M | -42.6% | +7.0% | -49.5% | -43.5% |
| YTD | -30.0% | +25.8% | -55.8% | -33.3% |
| 1Y | -6.6% | +30.9% | -37.5% | -11.7% |
| 3Y | +121.8% | +148.0% | -26.1% | +85.6% |
| 5Y | +92.7% | +161.2% | -68.5% | +59.2% |
| All | +182.0% | +260.5% | -78.5% | +108.5% |
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