+175.9%
SLV vs PTC
+326.2%
-150.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +5.6% | +0.8% | +4.8% | +5.6% |
| 30D | -12.1% | +0.7% | -12.9% | -12.2% |
| 3M | -16.3% | +32.6% | -48.9% | -19.3% |
| 6M | -34.1% | +33.6% | -67.6% | -36.7% |
| YTD | -25.3% | +12.4% | -37.7% | -26.9% |
| 1Y | +9.6% | +11.2% | -1.6% | +7.4% |
| 3Y | +132.7% | +31.7% | +101.0% | +119.2% |
| 5Y | +113.7% | +60.1% | +53.6% | +93.5% |
| 10Y | +175.9% | +317.2% | -141.3% | +129.8% |
| All | +175.9% | +326.2% | -150.3% | +129.8% |
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