+13.4%
PG vs SLV
+166.6%
-153.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.7% |
| 30D | +0.8% | -1.6% | +2.4% | +0.8% |
| 3M | -1.3% | -4.4% | +3.1% | -1.2% |
| 6M | -3.8% | -25.4% | +21.6% | -3.1% |
| YTD | +3.6% | -9.8% | +13.4% | +2.9% |
| 1Y | -5.7% | +53.8% | -59.5% | -8.6% |
| 3Y | +1.6% | +174.7% | -173.1% | -6.5% |
| All | +13.4% | +166.6% | -153.2% | +0.3% |
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