+343.2%
PG vs SLV
+360.2%
-17.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.4% | +2.5% | -2.9% | -0.5% |
| 30D | -0.1% | +3.3% | -3.4% | -0.3% |
| 3M | +1.1% | -3.6% | +4.7% | +1.1% |
| 6M | -3.8% | -21.8% | +18.0% | -2.9% |
| YTD | +3.8% | -7.8% | +11.7% | +3.2% |
| 1Y | -5.8% | +58.3% | -64.0% | -9.2% |
| 3Y | +3.0% | +182.6% | -179.6% | -4.5% |
| 5Y | +14.5% | +167.8% | -153.3% | +5.9% |
| 10Y | +117.8% | +218.9% | -101.1% | +97.8% |
| All | +343.2% | +360.2% | -17.0% | +270.4% |
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 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