+333.1%
SLV vs PSA
+702.1%
-369.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | -3.7% | +3.3% | +0.1% |
| 30D | +6.7% | -7.7% | +14.4% | +7.7% |
| 3M | -10.7% | -0.6% | -10.1% | -10.8% |
| 6M | -20.6% | -0.9% | -19.7% | -20.6% |
| YTD | -7.1% | +18.7% | -25.8% | -8.9% |
| 1Y | +62.0% | +7.6% | +54.3% | +60.5% |
| 3Y | +169.8% | +23.7% | +146.2% | +162.1% |
| 5Y | +161.5% | +13.7% | +147.8% | +155.2% |
| 10Y | +224.4% | +98.9% | +125.6% | +198.5% |
| All | +333.1% | +702.1% | -369.0% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling