+333.1%
SLV vs PPG
+426.3%
-93.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -0.3% | -1.5% | +1.1% | 0.0% |
| 30D | +6.7% | -5.0% | +11.6% | +7.8% |
| 3M | -10.7% | +1.1% | -11.8% | -11.1% |
| 6M | -20.6% | -3.2% | -17.4% | -20.3% |
| YTD | -7.1% | +11.9% | -19.0% | -9.3% |
| 1Y | +62.0% | +5.3% | +56.7% | +59.8% |
| 3Y | +169.8% | -15.0% | +184.8% | +175.6% |
| 5Y | +161.5% | -19.6% | +181.1% | +165.8% |
| 10Y | +224.4% | +27.0% | +197.4% | +187.5% |
| All | +333.1% | +426.3% | -93.2% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling