+218.9%
SLV vs PTC
+204.7%
+14.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.8% | -0.1% |
| 7D | +2.5% | -12.8% | +15.3% | +4.1% |
| 30D | +3.3% | -9.8% | +13.0% | +4.5% |
| 3M | -3.6% | -2.1% | -1.5% | -3.7% |
| 6M | -21.8% | -18.1% | -3.7% | -20.3% |
| YTD | -7.8% | -23.5% | +15.7% | -5.4% |
| 1Y | +58.3% | -37.4% | +95.6% | +67.1% |
| 3Y | +182.6% | -7.2% | +189.8% | +177.9% |
| 5Y | +167.8% | +2.7% | +165.1% | +156.6% |
| 10Y | +218.9% | +203.4% | +15.4% | +169.2% |
| All | +218.9% | +204.7% | +14.1% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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