+126.9%
IAU vs PBF
+278.8%
-151.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.2% |
| 7D | -2.0% | -4.0% | +2.0% | -2.0% |
| 30D | -4.4% | -18.0% | +13.6% | -4.4% |
| 3M | -8.9% | +0.9% | -9.8% | -8.9% |
| 6M | -15.9% | +65.7% | -81.6% | -16.0% |
| YTD | -7.8% | +161.9% | -169.6% | -8.1% |
| 1Y | -3.8% | +77.8% | -81.6% | -4.0% |
| 3Y | +104.3% | +74.9% | +29.5% | +103.4% |
| 5Y | +111.2% | +423.4% | -312.2% | +111.4% |
| 10Y | +216.4% | +255.2% | -38.7% | +219.3% |
| All | +126.9% | +278.8% | -151.9% | +117.9% |
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 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