+186.5%
SLV vs PENG
+720.8%
-534.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -10.0% | -0.6% |
| 7D | -1.1% | +1.9% | -2.9% | -1.7% |
| 30D | -14.2% | -37.8% | +23.6% | -11.1% |
| 3M | -20.3% | -14.1% | -6.2% | -20.1% |
| 6M | -40.2% | +13.1% | -53.3% | -42.3% |
| YTD | -27.6% | +151.8% | -179.4% | -35.1% |
| 1Y | +0.4% | +136.0% | -135.6% | -9.6% |
| 3Y | +129.4% | +217.9% | -88.6% | +97.3% |
| 5Y | +99.8% | +64.1% | +35.7% | +74.6% |
| All | +186.5% | +720.8% | -534.3% | +117.3% |
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