+105.0%
IAU vs PCOR
-12.9%
+118.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +2.2% | -7.6% | -5.5% |
| 30D | -7.0% | +37.4% | -44.4% | -7.3% |
| 3M | -12.3% | +33.2% | -45.5% | -12.6% |
| 6M | -17.9% | +60.6% | -78.5% | -18.4% |
| YTD | -10.3% | +6.2% | -16.5% | -10.4% |
| 1Y | -7.9% | -1.1% | -6.8% | -7.9% |
| 3Y | +98.7% | +48.4% | +50.3% | +95.9% |
| 5Y | +105.0% | -13.1% | +118.2% | +101.9% |
| All | +105.0% | -12.9% | +118.0% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling