+235.3%
SLV vs PSA
+98.4%
+136.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.8% |
| 7D | +2.8% | -2.2% | +5.0% | +3.3% |
| 30D | +2.2% | -9.6% | +11.8% | +4.4% |
| 3M | +2.9% | -7.9% | +10.8% | +4.5% |
| 6M | -22.4% | -2.0% | -20.4% | -22.3% |
| YTD | -5.7% | +15.7% | -21.5% | -8.6% |
| 1Y | +63.3% | +5.8% | +57.5% | +61.0% |
| 3Y | +189.0% | +21.6% | +167.4% | +174.1% |
| 5Y | +172.7% | +13.1% | +159.5% | +160.3% |
| 10Y | +235.3% | +101.3% | +134.0% | +194.8% |
| All | +235.3% | +98.4% | +136.9% | +194.8% |
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