+171.1%
SLV vs PCG
-77.4%
+248.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | 0.0% |
| 7D | +5.1% | -1.6% | +6.7% | +5.2% |
| 30D | -12.9% | +1.4% | -14.3% | -13.0% |
| 3M | -16.1% | -23.4% | +7.3% | -15.3% |
| 6M | -33.2% | -19.4% | -13.8% | -32.7% |
| YTD | -27.2% | -18.5% | -8.8% | -26.8% |
| 1Y | +7.6% | -19.5% | +27.2% | +8.3% |
| 3Y | +122.3% | -21.0% | +143.3% | +123.6% |
| 5Y | +109.7% | +13.7% | +96.0% | +108.3% |
| All | +171.1% | -77.4% | +248.4% | +172.6% |
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