+183.2%
SLV vs PR
+72.8%
+110.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -14.2% | -4.6% | -9.6% | -14.1% |
| 3M | -20.3% | +4.7% | -25.0% | -20.6% |
| 6M | -40.2% | +12.4% | -52.6% | -40.6% |
| YTD | -27.6% | +62.9% | -90.4% | -29.4% |
| 1Y | +0.4% | +70.6% | -70.1% | -2.3% |
| 3Y | +129.4% | +90.0% | +39.3% | +121.3% |
| 5Y | +99.8% | +255.5% | -155.7% | +86.6% |
| 10Y | +183.2% | +78.7% | +104.5% | +161.6% |
| All | +183.2% | +72.8% | +110.5% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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