+345.5%
PEP vs SLV
+249.8%
+95.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | -0.3% | -3.9% | +3.5% | -0.1% |
| 30D | +11.8% | -15.6% | +27.4% | +12.6% |
| 3M | +3.7% | -23.6% | +27.3% | +4.9% |
| 6M | -4.3% | -42.6% | +38.2% | -1.9% |
| YTD | +2.1% | -30.0% | +32.1% | +2.5% |
| 1Y | +2.5% | -6.6% | +9.1% | +1.0% |
| 3Y | -5.0% | +121.8% | -126.9% | -12.1% |
| 5Y | +2.9% | +92.7% | -89.8% | -4.3% |
| 10Y | +87.9% | +174.0% | -86.0% | +68.6% |
| All | +345.5% | +249.8% | +95.7% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling