+120.8%
IAU vs PBF
+289.1%
-168.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -4.6% | +6.5% | -11.0% | -4.6% |
| 30D | -5.4% | -20.0% | +14.6% | -5.4% |
| 3M | -10.9% | -3.3% | -7.5% | -10.9% |
| 6M | -17.4% | +76.8% | -94.2% | -17.5% |
| YTD | -10.2% | +168.9% | -179.2% | -10.5% |
| 1Y | -7.1% | +96.4% | -103.4% | -7.3% |
| 3Y | +97.7% | +77.2% | +20.5% | +96.8% |
| 5Y | +105.3% | +417.7% | -312.4% | +105.5% |
| 10Y | +208.0% | +264.7% | -56.7% | +210.8% |
| All | +120.8% | +289.1% | -168.2% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling