+92.7%
SLV vs PCG
+6.9%
+85.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | -3.9% | -2.0% | -1.9% | -3.6% |
| 30D | -15.6% | -2.7% | -12.9% | -15.3% |
| 3M | -23.6% | -25.1% | +1.5% | -20.5% |
| 6M | -42.6% | -22.3% | -20.3% | -40.7% |
| YTD | -30.0% | -18.5% | -11.5% | -28.3% |
| 1Y | -6.6% | -21.8% | +15.2% | -3.6% |
| 3Y | +121.8% | -21.0% | +142.9% | +125.5% |
| 5Y | +92.7% | +8.1% | +84.6% | +82.0% |
| All | +92.7% | +6.9% | +85.7% | +82.0% |
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 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