+2.9%
IAU vs PBF
+120.1%
-117.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.7% | +10.3% | +3.4% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -1.9% | -13.7% | +11.8% | -2.2% |
| 3M | -0.4% | +10.6% | -11.0% | -0.1% |
| 6M | -10.1% | +61.2% | -71.3% | -8.6% |
| YTD | -5.9% | +172.7% | -178.6% | -8.3% |
| 1Y | +2.9% | +111.0% | -108.1% | +1.8% |
| All | +2.9% | +120.1% | -117.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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