+171.1%
SLV vs PTC
+334.9%
-163.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -12.9% | +0.8% | -13.7% | -13.0% |
| 3M | -16.1% | +32.1% | -48.2% | -19.1% |
| 6M | -33.2% | +42.6% | -75.8% | -36.4% |
| YTD | -27.2% | +12.0% | -39.2% | -28.8% |
| 1Y | +7.6% | +12.2% | -4.5% | +5.3% |
| 3Y | +122.3% | +31.2% | +91.1% | +109.6% |
| 5Y | +109.7% | +54.9% | +54.8% | +90.7% |
| All | +171.1% | +334.9% | -163.9% | +125.5% |
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