+218.5%
SLV vs PWR
+2,334.2%
-2,115.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.3% | +3.6% | -3.9% | -0.9% |
| 30D | +6.7% | -8.6% | +15.3% | +8.2% |
| 3M | -10.7% | -13.2% | +2.5% | -9.0% |
| 6M | -20.6% | +9.9% | -30.5% | -22.1% |
| YTD | -7.1% | +48.0% | -55.2% | -12.8% |
| 1Y | +62.0% | +66.2% | -4.2% | +49.5% |
| 3Y | +169.8% | +195.1% | -25.3% | +126.8% |
| 5Y | +161.5% | +442.6% | -281.1% | +100.3% |
| All | +218.5% | +2,334.2% | -2,115.7% | +86.4% |
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