+182.0%
SLV vs PFGC
+346.1%
-164.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | -3.9% | +0.3% | -4.1% | -3.9% |
| 30D | -15.6% | +16.1% | -31.8% | -17.0% |
| 3M | -23.6% | +2.4% | -26.0% | -23.9% |
| 6M | -42.6% | +15.7% | -58.3% | -43.6% |
| YTD | -30.0% | +22.3% | -52.2% | -31.7% |
| 1Y | -6.6% | +13.9% | -20.5% | -8.3% |
| 3Y | +121.8% | +80.3% | +41.5% | +106.8% |
| 5Y | +92.7% | +136.1% | -43.5% | +72.9% |
| All | +182.0% | +346.1% | -164.1% | +133.8% |
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