+182.0%
SLV vs PWR
+1,857.9%
-1,675.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -3.9% | +19.1% | -22.9% | -6.6% |
| 30D | -15.6% | -12.0% | -3.6% | -14.4% |
| 3M | -23.6% | -10.6% | -13.0% | -22.7% |
| 6M | -42.6% | -20.8% | -21.7% | -41.0% |
| YTD | -30.0% | +43.7% | -73.7% | -34.3% |
| 1Y | -6.6% | +35.0% | -41.6% | -11.7% |
| 3Y | +121.8% | +249.4% | -127.6% | +81.7% |
| 5Y | +92.7% | +422.1% | -329.5% | +47.8% |
| All | +182.0% | +1,857.9% | -1,675.9% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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