+177.1%
SLV vs PENG
+735.0%
-557.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.4% |
| 7D | -3.9% | +34.6% | -38.5% | -6.5% |
| 30D | -15.6% | -35.9% | +20.3% | -12.8% |
| 3M | -23.6% | -14.7% | -8.9% | -23.4% |
| 6M | -42.6% | +13.5% | -56.1% | -44.6% |
| YTD | -30.0% | +156.1% | -186.1% | -37.4% |
| 1Y | -6.6% | +141.3% | -148.0% | -16.1% |
| 3Y | +121.8% | +223.4% | -101.6% | +90.6% |
| 5Y | +92.7% | +67.4% | +25.3% | +68.1% |
| All | +177.1% | +735.0% | -557.9% | +109.8% |
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