+128.5%
SLV vs PCG
-18.6%
+147.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | +3.7% | -0.5% | +4.1% | +3.7% |
| 30D | -15.2% | +0.8% | -15.9% | -15.2% |
| 3M | -21.8% | -22.0% | +0.3% | -19.8% |
| 6M | -36.3% | -17.1% | -19.2% | -35.4% |
| YTD | -27.8% | -16.9% | -11.0% | -26.4% |
| 1Y | +1.5% | -19.1% | +20.6% | +3.9% |
| 3Y | +128.5% | -19.4% | +148.0% | +127.0% |
| All | +128.5% | -18.6% | +147.1% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling