+62.0%
SLV vs PCG
-6.6%
+68.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | -0.3% | -13.9% | +13.5% | +0.5% |
| 30D | +6.7% | -16.9% | +23.5% | +8.0% |
| 3M | -10.7% | -14.7% | +4.0% | -9.7% |
| 6M | -20.6% | -23.8% | +3.2% | -19.0% |
| YTD | -7.1% | -10.5% | +3.4% | -2.6% |
| 1Y | +62.0% | -5.1% | +67.1% | +71.2% |
| All | +62.0% | -6.6% | +68.6% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling