+195.7%
SLV vs PENG
+661.7%
-466.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.5% | +1.9% |
| 7D | +5.6% | -3.8% | +9.4% | +5.4% |
| 30D | -12.1% | -40.1% | +28.0% | -8.6% |
| 3M | -16.3% | -21.8% | +5.5% | -15.4% |
| 6M | -34.1% | +3.3% | -37.4% | -35.9% |
| YTD | -25.3% | +133.6% | -158.9% | -32.6% |
| 1Y | +9.6% | +110.7% | -101.1% | -0.4% |
| 3Y | +132.7% | +204.3% | -71.6% | +101.2% |
| 5Y | +113.7% | +54.4% | +59.3% | +87.8% |
| All | +195.7% | +661.7% | -466.0% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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