+103.6%
IAU vs PCOR
-7.6%
+111.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +3.0% | -7.6% | -4.6% |
| 30D | -5.4% | +38.7% | -44.1% | -5.8% |
| 3M | -10.9% | +24.9% | -35.7% | -11.1% |
| 6M | -17.4% | +68.8% | -86.1% | -17.7% |
| YTD | -10.2% | +6.7% | -16.9% | -10.3% |
| 1Y | -7.1% | +3.0% | -10.1% | -7.1% |
| 3Y | +97.7% | +48.6% | +49.1% | +95.3% |
| 5Y | +105.3% | -12.7% | +118.0% | +101.9% |
| All | +103.6% | -7.6% | +111.2% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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