+221.4%
IAU vs PENG
+661.7%
-440.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.3% | -7.4% | +1.6% |
| 7D | +4.9% | -3.8% | +8.7% | +4.8% |
| 30D | -1.4% | -40.1% | +38.7% | -0.3% |
| 3M | -4.8% | -21.8% | +17.0% | -4.5% |
| 6M | -12.5% | +3.3% | -15.8% | -13.2% |
| YTD | -4.2% | +133.6% | -137.8% | -6.8% |
| 1Y | +3.1% | +110.7% | -107.6% | +0.4% |
| 3Y | +110.0% | +204.3% | -94.3% | +101.8% |
| 5Y | +123.1% | +54.4% | +68.7% | +114.8% |
| All | +221.4% | +661.7% | -440.3% | +194.8% |
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