+183.2%
SLV vs PCG
-76.4%
+259.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.4% |
| 7D | -1.1% | -2.2% | +1.2% | -1.0% |
| 30D | -14.2% | -0.5% | -13.7% | -14.2% |
| 3M | -20.3% | -24.0% | +3.6% | -19.6% |
| 6M | -40.2% | -18.6% | -21.6% | -39.8% |
| YTD | -27.6% | -17.7% | -9.9% | -27.2% |
| 1Y | +0.4% | -20.0% | +20.4% | +1.1% |
| 3Y | +129.4% | -20.2% | +149.6% | +130.6% |
| 5Y | +99.8% | +8.4% | +91.4% | +98.6% |
| 10Y | +183.2% | -76.4% | +259.6% | +176.9% |
| All | +183.2% | -76.4% | +259.7% | +176.9% |
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