+122.6%
SLV vs PENG
+153.0%
-30.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | +2.2% |
| 7D | -0.7% | -36.7% | +35.9% | +4.2% |
| 30D | -15.4% | -42.0% | +26.7% | -10.5% |
| 3M | -16.3% | -33.2% | +16.9% | -13.4% |
| 6M | -28.8% | +2.1% | -30.9% | -31.9% |
| YTD | -27.1% | +90.3% | -117.4% | -36.2% |
| 1Y | +7.5% | +67.7% | -60.1% | -4.8% |
| All | +122.6% | +153.0% | -30.4% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling