+164.7%
SLV vs PSA
+131.0%
+33.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.3% |
| 7D | +3.7% | +0.8% | +2.9% | +3.5% |
| 30D | -15.2% | +15.9% | -31.0% | -18.0% |
| 3M | -21.8% | +4.2% | -26.0% | -22.6% |
| 6M | -36.3% | +10.1% | -46.5% | -37.9% |
| YTD | -27.8% | +33.3% | -61.2% | -32.3% |
| 1Y | +1.5% | +28.2% | -26.7% | -4.1% |
| 3Y | +128.5% | +54.9% | +73.6% | +105.8% |
| 5Y | +103.2% | +28.3% | +74.9% | +88.3% |
| 10Y | +164.7% | +134.1% | +30.6% | +122.3% |
| All | +164.7% | +131.0% | +33.6% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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