-2.2%
IAU vs PCOR
-4.6%
+2.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +2.8% | +20.7% | -17.9% | +2.8% |
| 30D | -4.0% | +35.7% | -39.6% | -3.6% |
| 3M | -8.2% | +31.1% | -39.3% | -7.8% |
| 6M | -14.8% | +43.1% | -57.9% | -14.7% |
| YTD | -6.7% | +4.8% | -11.5% | -6.2% |
| 1Y | -2.2% | -3.7% | +1.4% | -0.7% |
| All | -2.2% | -4.6% | +2.3% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling