+248.5%
SLV vs PFG
+317.7%
-69.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.4% |
| 7D | +5.6% | +2.3% | +3.4% | +5.4% |
| 30D | -12.1% | +7.6% | -19.7% | -12.7% |
| 3M | -16.3% | +2.5% | -18.8% | -16.5% |
| 6M | -34.1% | +16.6% | -50.7% | -35.0% |
| YTD | -25.3% | +34.1% | -59.3% | -27.1% |
| 1Y | +9.6% | +44.1% | -34.5% | +6.3% |
| 3Y | +132.7% | +86.3% | +46.4% | +120.3% |
| 5Y | +113.7% | +101.6% | +12.1% | +100.2% |
| 10Y | +175.9% | +197.9% | -22.0% | +145.2% |
| All | +248.5% | +317.7% | -69.1% | +146.6% |
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