+235.3%
SLV vs PFGC
+287.3%
-52.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | +2.8% | -3.7% | +6.5% | +3.2% |
| 30D | +2.2% | -16.0% | +18.2% | +4.0% |
| 3M | +2.9% | -4.1% | +7.0% | +3.2% |
| 6M | -22.4% | +8.7% | -31.1% | -23.2% |
| YTD | -5.7% | +6.4% | -12.1% | -6.6% |
| 1Y | +63.3% | -8.4% | +71.7% | +64.1% |
| 3Y | +189.0% | +61.8% | +127.2% | +172.8% |
| 5Y | +172.7% | +108.7% | +63.9% | +148.1% |
| 10Y | +235.3% | +298.1% | -62.8% | +182.7% |
| All | +235.3% | +287.3% | -52.0% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling