+80.3%
PEP vs SLV
+169.5%
-89.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.3% |
| 7D | +1.0% | +5.6% | -4.6% | +0.8% |
| 30D | +12.6% | -12.1% | +24.8% | +13.2% |
| 3M | +3.1% | -16.3% | +19.4% | +3.8% |
| 6M | -6.3% | -34.1% | +27.8% | -4.6% |
| YTD | +1.9% | -25.3% | +27.1% | +1.3% |
| 1Y | +3.3% | +9.6% | -6.3% | -0.5% |
| 3Y | -4.8% | +132.7% | -137.5% | -15.5% |
| 5Y | +2.0% | +113.7% | -111.6% | -9.3% |
| 10Y | +80.3% | +175.9% | -95.5% | +47.2% |
| All | +80.3% | +169.5% | -89.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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