+218.5%
SLV vs PCG
-75.9%
+294.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.3% |
| 7D | -0.3% | -13.9% | +13.5% | +0.1% |
| 30D | +6.7% | -16.9% | +23.5% | +7.3% |
| 3M | -10.7% | -14.7% | +4.0% | -10.3% |
| 6M | -20.6% | -23.8% | +3.2% | -19.9% |
| YTD | -7.1% | -10.5% | +3.4% | -6.9% |
| 1Y | +62.0% | -5.1% | +67.1% | +62.0% |
| 3Y | +169.8% | -11.6% | +181.4% | +170.2% |
| 5Y | +161.5% | +59.0% | +102.4% | +157.1% |
| All | +218.5% | -75.9% | +294.4% | +230.0% |
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