+175.8%
SLV vs PSA
+132.6%
+43.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -5.8% | -1.4% | -4.4% | -5.5% |
| 30D | -12.1% | +15.2% | -27.3% | -14.9% |
| 3M | -24.1% | +2.2% | -26.3% | -24.6% |
| 6M | -44.4% | +11.7% | -56.0% | -46.0% |
| YTD | -31.5% | +32.0% | -63.5% | -35.6% |
| 1Y | -6.9% | +26.3% | -33.2% | -11.7% |
| 3Y | +116.0% | +52.4% | +63.6% | +95.2% |
| 5Y | +88.4% | +26.3% | +62.2% | +75.1% |
| All | +175.8% | +132.6% | +43.2% | +133.2% |
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