+267.4%
SLV vs PENG
+762.7%
-495.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.8% |
| 7D | -0.3% | +4.5% | -4.9% | -0.7% |
| 30D | +6.7% | -7.1% | +13.8% | +7.2% |
| 3M | -10.7% | -27.3% | +16.6% | -9.3% |
| 6M | -20.6% | +169.6% | -190.2% | -28.6% |
| YTD | -7.1% | +164.6% | -171.8% | -16.4% |
| 1Y | +62.0% | +109.5% | -47.5% | +48.0% |
| 3Y | +169.8% | +98.9% | +70.9% | +139.5% |
| 5Y | +161.5% | +116.3% | +45.2% | +125.2% |
| All | +267.4% | +762.7% | -495.2% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling