+161.5%
SLV vs PPG
-24.6%
+186.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.8% |
| 7D | -5.0% | -5.1% | +0.1% | -3.8% |
| 30D | -1.8% | -9.6% | +7.8% | +0.6% |
| 3M | -0.3% | -6.4% | +6.2% | +1.3% |
| 6M | -28.2% | +0.5% | -28.7% | -28.3% |
| YTD | -10.7% | +4.4% | -15.2% | -11.1% |
| 1Y | +53.7% | -0.9% | +54.6% | +54.2% |
| 3Y | +173.7% | -17.0% | +190.6% | +181.1% |
| 5Y | +161.5% | -23.7% | +185.1% | +160.6% |
| All | +161.5% | -24.6% | +186.1% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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