+106.9%
SLV vs PWR
+348.7%
-241.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -1.2% |
| 7D | +5.1% | -12.9% | +18.0% | +7.1% |
| 30D | -12.9% | -22.8% | +9.9% | -9.2% |
| 3M | -16.1% | -19.0% | +2.9% | -13.4% |
| 6M | -33.2% | -31.1% | -2.1% | -29.3% |
| YTD | -27.2% | +28.2% | -55.5% | -30.8% |
| 1Y | +7.6% | +22.2% | -14.6% | +3.1% |
| 3Y | +122.3% | +222.1% | -99.8% | +82.8% |
| All | +106.9% | +348.7% | -241.8% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling