+753.6%
IAU vs PEG
+552.1%
+201.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -4.6% | +4.5% | -9.1% | -4.9% |
| 30D | -5.4% | +7.5% | -13.0% | -6.0% |
| 3M | -10.9% | +0.8% | -11.7% | -11.0% |
| 6M | -17.4% | 0.0% | -17.4% | -17.4% |
| YTD | -10.2% | -3.0% | -7.2% | -10.1% |
| 1Y | -7.1% | -4.7% | -2.3% | -6.8% |
| 3Y | +97.7% | +36.5% | +61.2% | +92.6% |
| 5Y | +105.3% | +44.4% | +60.9% | +98.7% |
| 10Y | +208.0% | +170.2% | +37.8% | +182.5% |
| All | +753.6% | +552.1% | +201.5% | +645.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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