+89.9%
SLV vs PFG
+92.7%
-2.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -5.8% | +2.4% | -8.2% | -6.3% |
| 30D | -12.1% | +5.9% | -18.0% | -13.2% |
| 3M | -24.1% | -0.4% | -23.7% | -24.1% |
| 6M | -44.4% | +14.8% | -59.2% | -46.1% |
| YTD | -31.5% | +31.9% | -63.4% | -35.5% |
| 1Y | -6.9% | +38.8% | -45.8% | -13.1% |
| 3Y | +116.0% | +82.4% | +33.6% | +91.1% |
| All | +89.9% | +92.7% | -2.8% | +66.0% |
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