+125.4%
IAU vs PBF
+62.4%
+63.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -1.8% |
| 7D | +0.7% | +2.4% | -1.6% | +0.7% |
| 30D | +0.3% | +24.9% | -24.5% | 0.0% |
| 3M | +0.7% | +81.9% | -81.2% | -0.2% |
| 6M | -15.5% | +79.4% | -94.9% | -16.4% |
| YTD | +1.0% | +188.3% | -187.3% | -2.3% |
| 1Y | +19.6% | +177.3% | -157.7% | +15.6% |
| 3Y | +125.4% | +56.0% | +69.4% | +119.8% |
| All | +125.4% | +62.4% | +63.1% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling