+48.8%
PFE vs SLV
+172.6%
-123.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -1.7% | -5.8% | +4.1% | -1.4% |
| 30D | +0.3% | -12.1% | +12.5% | +1.0% |
| 3M | +9.4% | -24.1% | +33.5% | +11.0% |
| 6M | +14.9% | -44.4% | +59.3% | +18.5% |
| YTD | +23.8% | -31.5% | +55.3% | +24.5% |
| 1Y | +19.5% | -6.9% | +26.5% | +17.3% |
| 3Y | +21.0% | +116.0% | -95.0% | +10.4% |
| 5Y | -23.9% | +88.4% | -112.3% | -30.4% |
| All | +48.8% | +172.6% | -123.8% | +29.4% |
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