+122.3%
SLV vs PTC
+32.2%
+90.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -12.9% | +0.8% | -13.7% | -12.9% |
| 3M | -16.1% | +32.1% | -48.2% | -16.4% |
| 6M | -33.2% | +42.6% | -75.8% | -33.5% |
| YTD | -27.2% | +12.0% | -39.2% | -26.7% |
| 1Y | +7.6% | +12.2% | -4.5% | +8.3% |
| 3Y | +122.3% | +31.2% | +91.1% | +123.2% |
| All | +122.3% | +32.2% | +90.2% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling