+218.0%
IAU vs PBF
+367.4%
-149.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.7% |
| 7D | -3.4% | +2.3% | -5.7% | -3.4% |
| 30D | -1.1% | +11.6% | -12.7% | -1.1% |
| 3M | +5.8% | +81.7% | -75.9% | +5.8% |
| 6M | -16.9% | +96.4% | -113.4% | -17.0% |
| YTD | +0.1% | +189.5% | -189.3% | -0.1% |
| 1Y | +18.4% | +180.7% | -162.3% | +18.1% |
| 3Y | +123.6% | +56.6% | +66.9% | +122.6% |
| 5Y | +138.7% | +802.0% | -663.2% | +141.5% |
| All | +218.0% | +367.4% | -149.5% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling