+333.1%
SLV vs PFG
+322.3%
+10.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.3% | +5.5% | -5.9% | -0.8% |
| 30D | +6.7% | +2.4% | +4.3% | +6.4% |
| 3M | -10.7% | +13.6% | -24.3% | -11.7% |
| 6M | -20.6% | +27.9% | -48.5% | -22.3% |
| YTD | -7.1% | +35.6% | -42.7% | -9.5% |
| 1Y | +62.0% | +48.5% | +13.5% | +56.6% |
| 3Y | +169.8% | +66.9% | +103.0% | +157.6% |
| 5Y | +161.5% | +111.0% | +50.5% | +144.1% |
| 10Y | +224.4% | +244.5% | -20.1% | +185.4% |
| All | +333.1% | +322.3% | +10.8% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling