+21.7%
IAU vs PENG
+108.1%
-86.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -1.2% |
| 7D | -0.5% | +4.5% | -5.1% | -0.7% |
| 30D | +4.4% | -7.1% | +11.5% | +4.7% |
| 3M | -1.1% | -27.3% | +26.2% | -0.3% |
| 6M | -13.7% | +169.6% | -183.3% | -21.2% |
| YTD | +2.7% | +164.6% | -161.9% | -6.3% |
| All | +21.7% | +108.1% | -86.5% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling