+59.7%
SLV vs PFGC
-7.4%
+67.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | +2.5% | -2.4% | +4.9% | +2.9% |
| 30D | +3.3% | -15.8% | +19.0% | +5.7% |
| 3M | -3.6% | -0.6% | -3.0% | -4.2% |
| 6M | -21.8% | +10.7% | -32.5% | -24.3% |
| YTD | -7.8% | +7.6% | -15.5% | -8.6% |
| All | +59.7% | -7.4% | +67.1% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling