+175.9%
SLV vs PCG
-77.2%
+253.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.7% |
| 7D | +5.6% | -1.1% | +6.7% | +5.7% |
| 30D | -12.1% | +0.1% | -12.2% | -12.1% |
| 3M | -16.3% | -24.4% | +8.2% | -15.5% |
| 6M | -34.1% | -17.7% | -16.4% | -33.7% |
| YTD | -25.3% | -17.4% | -7.9% | -24.8% |
| 1Y | +9.6% | -19.4% | +29.0% | +10.3% |
| 3Y | +132.7% | -18.6% | +151.3% | +133.7% |
| 5Y | +113.7% | +10.2% | +103.5% | +112.3% |
| 10Y | +175.9% | -76.7% | +252.6% | +172.4% |
| All | +175.9% | -77.2% | +253.1% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling