+106.9%
SLV vs PFGC
+121.6%
-14.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +5.1% | +8.5% | -3.4% | +3.9% |
| 30D | -12.9% | +15.0% | -27.9% | -14.6% |
| 3M | -16.1% | -6.2% | -9.9% | -15.6% |
| 6M | -33.2% | +15.7% | -48.9% | -34.7% |
| YTD | -27.2% | +19.6% | -46.8% | -29.3% |
| 1Y | +7.6% | +13.2% | -5.6% | +5.2% |
| 3Y | +122.3% | +77.0% | +45.4% | +105.1% |
| All | +106.9% | +121.6% | -14.7% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling