+226.7%
SLV vs PNR
+284.0%
-57.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.0% |
| 7D | -3.9% | -2.3% | -1.5% | -3.4% |
| 30D | -15.6% | +29.3% | -44.9% | -19.7% |
| 3M | -23.6% | +4.1% | -27.7% | -24.4% |
| 6M | -42.6% | -8.6% | -33.9% | -42.0% |
| YTD | -30.0% | -33.6% | +3.6% | -25.1% |
| 1Y | -6.6% | -36.4% | +29.7% | +0.6% |
| 3Y | +121.8% | +15.1% | +106.7% | +112.0% |
| 5Y | +92.7% | -3.8% | +96.4% | +87.2% |
| 10Y | +174.0% | +99.7% | +74.3% | +122.6% |
| All | +226.7% | +284.0% | -57.3% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling