+92.7%
SLV vs PNR
-2.0%
+94.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | -3.9% | -2.3% | -1.5% | -3.5% |
| 30D | -15.6% | +29.3% | -44.9% | -19.4% |
| 3M | -23.6% | +4.1% | -27.7% | -24.2% |
| 6M | -42.6% | -8.6% | -33.9% | -41.9% |
| YTD | -30.0% | -33.6% | +3.6% | -25.6% |
| 1Y | -6.6% | -36.4% | +29.7% | -0.1% |
| 3Y | +121.8% | +15.1% | +106.7% | +115.0% |
| 5Y | +92.7% | -3.8% | +96.4% | +83.3% |
| All | +92.7% | -2.0% | +94.7% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling