+110.0%
SLV vs PPL
+47.7%
+62.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.7% | +1.0% | -1.8% | -1.0% |
| 30D | -15.4% | +6.8% | -22.2% | -16.6% |
| 3M | -16.3% | +3.9% | -20.2% | -17.1% |
| 6M | -28.8% | -2.0% | -26.8% | -28.6% |
| YTD | -27.1% | +5.3% | -32.4% | -28.4% |
| 1Y | +7.5% | +2.2% | +5.3% | +6.5% |
| 3Y | +121.2% | +56.7% | +64.4% | +87.7% |
| 5Y | +110.0% | +49.1% | +60.9% | +81.8% |
| All | +110.0% | +47.7% | +62.3% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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