+226.7%
SLV vs PEG
+407.0%
-180.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -3.9% | +2.3% | -6.2% | -4.4% |
| 30D | -15.6% | +6.1% | -21.8% | -16.9% |
| 3M | -23.6% | -0.5% | -23.1% | -23.6% |
| 6M | -42.6% | -3.2% | -39.4% | -42.3% |
| YTD | -30.0% | -4.4% | -25.5% | -29.4% |
| 1Y | -6.6% | -7.4% | +0.8% | -5.2% |
| 3Y | +121.8% | +33.9% | +87.9% | +104.5% |
| 5Y | +92.7% | +42.3% | +50.4% | +74.2% |
| 10Y | +174.0% | +166.4% | +7.6% | +107.8% |
| All | +226.7% | +407.0% | -180.3% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling