+109.1%
IAU vs PCOR
-7.7%
+116.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.0% | +2.5% | -4.5% | -2.0% |
| 30D | -4.4% | +37.9% | -42.3% | -4.7% |
| 3M | -8.9% | +32.0% | -40.9% | -9.2% |
| 6M | -15.9% | +54.7% | -70.7% | -16.3% |
| YTD | -7.8% | +6.6% | -14.3% | -7.9% |
| 1Y | -3.8% | -1.7% | -2.1% | -3.8% |
| 3Y | +104.3% | +49.0% | +55.4% | +101.9% |
| 5Y | +111.2% | -12.5% | +123.7% | +107.7% |
| All | +109.1% | -7.7% | +116.8% | +105.6% |
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