+167.8%
SLV vs PFG
+110.7%
+57.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.4% |
| 7D | +2.5% | +6.0% | -3.5% | +1.2% |
| 30D | +3.3% | +2.2% | +1.0% | +2.7% |
| 3M | -3.6% | +10.4% | -14.0% | -5.7% |
| 6M | -21.8% | +27.8% | -49.6% | -25.9% |
| YTD | -7.8% | +33.6% | -41.5% | -13.3% |
| 1Y | +58.3% | +49.3% | +9.0% | +46.0% |
| 3Y | +182.6% | +69.7% | +112.8% | +152.7% |
| 5Y | +167.8% | +111.3% | +56.4% | +129.7% |
| All | +167.8% | +110.7% | +57.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling