+203.6%
SLV vs PR
+147.8%
+55.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.3% |
| 7D | -0.7% | -16.5% | +15.8% | 0.0% |
| 30D | -15.4% | -4.5% | -10.8% | -15.3% |
| 3M | -16.3% | +8.5% | -24.8% | -16.7% |
| 6M | -28.8% | -3.3% | -25.5% | -28.8% |
| YTD | -27.1% | +55.7% | -82.9% | -28.8% |
| 1Y | +7.5% | +82.0% | -74.5% | +4.3% |
| 3Y | +121.2% | +62.5% | +58.7% | +114.7% |
| 5Y | +110.0% | +223.9% | -113.9% | +96.9% |
| 10Y | +168.8% | +64.2% | +104.6% | +149.7% |
| All | +203.6% | +147.8% | +55.8% | +200.6% |
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 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