+216.5%
SLV vs PEG
+148.3%
+68.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -5.0% | -0.9% | -4.1% | -4.8% |
| 30D | -1.8% | -2.8% | +1.0% | -1.2% |
| 3M | -0.3% | -6.9% | +6.7% | +1.4% |
| 6M | -28.2% | -11.4% | -16.8% | -26.1% |
| YTD | -10.7% | -7.4% | -3.4% | -9.2% |
| 1Y | +53.7% | -8.3% | +62.0% | +56.6% |
| 3Y | +173.7% | +31.5% | +142.1% | +152.4% |
| 5Y | +161.5% | +38.0% | +123.5% | +137.7% |
| All | +216.5% | +148.3% | +68.1% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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