+286.9%
SLV vs PR
+169.5%
+117.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.3% | +2.9% | -3.2% | -0.5% |
| 30D | +6.7% | +18.0% | -11.4% | +5.9% |
| 3M | -10.7% | +16.9% | -27.6% | -11.3% |
| 6M | -20.6% | +28.2% | -48.8% | -21.7% |
| YTD | -7.1% | +69.3% | -76.5% | -9.5% |
| 1Y | +62.0% | +69.5% | -7.5% | +57.8% |
| 3Y | +169.8% | +81.7% | +88.1% | +160.9% |
| 5Y | +161.5% | +422.2% | -260.8% | +141.8% |
| 10Y | +224.4% | +110.4% | +114.0% | +203.8% |
| All | +286.9% | +169.5% | +117.5% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling