+175.8%
SLV vs PR
+86.0%
+89.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.2% |
| 7D | -5.8% | +6.0% | -11.8% | -6.1% |
| 30D | -12.1% | -4.2% | -7.9% | -12.0% |
| 3M | -24.1% | +10.0% | -34.1% | -24.5% |
| 6M | -44.4% | +15.6% | -60.0% | -44.8% |
| YTD | -31.5% | +68.2% | -99.7% | -33.3% |
| 1Y | -6.9% | +79.2% | -86.1% | -9.6% |
| 3Y | +116.0% | +94.9% | +21.1% | +108.2% |
| 5Y | +88.4% | +272.8% | -184.3% | +75.7% |
| All | +175.8% | +86.0% | +89.8% | +155.5% |
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