+199.4%
SLV vs PM
+752.6%
-553.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.8% |
| 7D | -0.3% | -4.9% | +4.5% | +0.6% |
| 30D | +6.7% | -3.4% | +10.1% | +7.3% |
| 3M | -10.7% | +5.2% | -15.9% | -12.0% |
| 6M | -20.6% | +3.7% | -24.3% | -21.7% |
| YTD | -7.1% | +15.8% | -22.9% | -10.4% |
| 1Y | +62.0% | +17.4% | +44.6% | +55.6% |
| 3Y | +169.8% | +116.9% | +52.9% | +127.4% |
| 5Y | +161.5% | +117.3% | +44.1% | +118.8% |
| 10Y | +224.4% | +193.8% | +30.6% | +149.7% |
| All | +199.4% | +752.6% | -553.2% | +62.4% |
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 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