+134.6%
SLV vs PM
+824.3%
-689.7%
-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% | +5.2% | -21.3% | -17.2% |
| 6M | -33.2% | +17.0% | -50.2% | -35.6% |
| YTD | -27.2% | +25.5% | -52.7% | -31.1% |
| 1Y | +7.6% | +35.5% | -27.9% | +0.4% |
| 3Y | +122.3% | +143.9% | -21.6% | +82.8% |
| 5Y | +109.7% | +161.8% | -52.1% | +69.1% |
| 10Y | +168.4% | +235.9% | -67.5% | +100.6% |
| All | +134.6% | +824.3% | -689.7% | +25.0% |
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