+89.9%
SLV vs PCG
+10.2%
+79.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | -5.8% | +2.2% | -8.0% | -6.2% |
| 30D | -12.1% | +0.8% | -12.9% | -12.2% |
| 3M | -24.1% | -23.8% | -0.3% | -21.2% |
| 6M | -44.4% | -19.6% | -24.8% | -42.9% |
| YTD | -31.5% | -16.7% | -14.8% | -30.1% |
| 1Y | -6.9% | -19.4% | +12.4% | -4.5% |
| 3Y | +116.0% | -18.3% | +134.3% | +118.2% |
| All | +89.9% | +10.2% | +79.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling