+213.0%
IAU vs PENG
+644.0%
-431.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.6% |
| 7D | +2.8% | -16.1% | +18.9% | +3.1% |
| 30D | -4.0% | -41.5% | +37.5% | -2.9% |
| 3M | -8.2% | -19.1% | +10.9% | -8.0% |
| 6M | -14.8% | +0.9% | -15.7% | -15.4% |
| YTD | -6.7% | +128.2% | -134.9% | -9.2% |
| 1Y | -2.2% | +98.6% | -100.8% | -4.7% |
| 3Y | +106.7% | +188.2% | -81.5% | +98.9% |
| 5Y | +114.8% | +55.5% | +59.3% | +106.9% |
| All | +213.0% | +644.0% | -431.0% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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