-21.5%
PFE vs SLV
+107.9%
-129.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.7% | +5.1% | -8.8% | -3.9% |
| 30D | +5.0% | -12.9% | +17.9% | +5.6% |
| 3M | +12.2% | -16.1% | +28.3% | +13.0% |
| 6M | +14.6% | -33.2% | +47.7% | +16.7% |
| YTD | +24.1% | -27.2% | +51.4% | +23.8% |
| 1Y | +26.6% | +7.6% | +18.9% | +22.3% |
| 3Y | +14.3% | +122.3% | -108.0% | +2.3% |
| All | -21.5% | +107.9% | -129.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling