+876.7%
IAU vs PEG
+527.6%
+349.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +4.4% | -2.4% | +6.9% | +4.6% |
| 3M | -1.1% | -4.8% | +3.7% | -0.7% |
| 6M | -13.7% | -10.7% | -3.0% | -13.0% |
| YTD | +2.7% | -6.7% | +9.4% | +3.3% |
| 1Y | +24.6% | -6.8% | +31.5% | +25.3% |
| 3Y | +126.8% | +34.5% | +92.4% | +121.2% |
| 5Y | +139.5% | +35.8% | +103.7% | +132.9% |
| 10Y | +226.3% | +141.7% | +84.5% | +201.7% |
| All | +876.7% | +527.6% | +349.1% | +756.4% |
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