+216.5%
SLV vs PNR
+66.6%
+149.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -5.1% |
| 7D | -5.0% | -5.5% | +0.4% | -4.1% |
| 30D | -1.8% | -15.6% | +13.8% | +1.0% |
| 3M | -0.3% | -20.2% | +19.9% | +3.2% |
| 6M | -28.2% | -36.6% | +8.4% | -22.8% |
| YTD | -10.7% | -45.0% | +34.2% | -2.0% |
| 1Y | +53.7% | -47.4% | +101.1% | +70.0% |
| 3Y | +173.7% | -13.7% | +187.4% | +176.5% |
| 5Y | +161.5% | -20.8% | +182.3% | +163.4% |
| All | +216.5% | +66.6% | +149.9% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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