+333.1%
SLV vs PPL
+218.9%
+114.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.9% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | -10.7% | +0.7% | -11.4% | -11.0% |
| 6M | -20.6% | -7.6% | -13.0% | -19.4% |
| YTD | -7.1% | +1.8% | -9.0% | -7.9% |
| 1Y | +62.0% | -0.8% | +62.7% | +61.5% |
| 3Y | +169.8% | +56.9% | +113.0% | +141.2% |
| 5Y | +161.5% | +39.5% | +121.9% | +138.8% |
| 10Y | +224.4% | +55.4% | +169.0% | +180.3% |
| All | +333.1% | +218.9% | +114.2% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling