+333.1%
SLV vs PEG
+395.0%
-61.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +6.7% | -2.4% | +9.1% | +7.3% |
| 3M | -10.7% | -4.8% | -5.9% | -9.8% |
| 6M | -20.6% | -10.7% | -9.9% | -18.5% |
| YTD | -7.1% | -6.7% | -0.5% | -5.8% |
| 1Y | +62.0% | -6.8% | +68.8% | +64.3% |
| 3Y | +169.8% | +34.5% | +135.3% | +148.5% |
| 5Y | +161.5% | +35.8% | +125.7% | +139.2% |
| 10Y | +224.4% | +141.7% | +82.7% | +152.0% |
| All | +333.1% | +395.0% | -61.9% | +170.3% |
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