+134.6%
SLV vs PM
+832.2%
-697.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +5.1% | -5.2% | +10.3% | +6.1% |
| 30D | -12.9% | +2.7% | -15.6% | -13.5% |
| 3M | -16.1% | +6.1% | -22.2% | -17.3% |
| 6M | -33.2% | +18.0% | -51.2% | -35.7% |
| YTD | -27.2% | +26.6% | -53.8% | -31.2% |
| 1Y | +7.6% | +36.7% | -29.1% | +0.3% |
| 3Y | +122.3% | +146.0% | -23.7% | +82.5% |
| 5Y | +109.7% | +164.1% | -54.4% | +68.9% |
| 10Y | +168.4% | +238.8% | -70.4% | +100.3% |
| All | +134.6% | +832.2% | -697.7% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling