-20.7%
PFE vs SLV
+163.9%
-184.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +10.2% | +6.7% | +3.5% | +9.8% |
| 3M | +12.7% | -10.7% | +23.4% | +13.2% |
| 6M | +10.5% | -20.6% | +31.1% | +11.6% |
| YTD | +20.2% | -7.1% | +27.3% | +18.4% |
| 1Y | +24.1% | +62.0% | -37.9% | +16.6% |
| 3Y | -3.6% | +169.8% | -173.4% | -14.1% |
| All | -20.7% | +163.9% | -184.6% | -32.1% |
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