+104.1%
IAU vs PENG
+184.4%
-80.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -1.3% |
| 7D | +4.7% | -19.4% | +24.2% | +5.4% |
| 30D | -0.9% | -42.4% | +41.5% | +1.0% |
| 3M | -4.4% | -25.6% | +21.3% | -3.8% |
| 6M | -13.5% | +7.3% | -20.8% | -14.8% |
| YTD | -5.9% | +113.9% | -119.8% | -10.0% |
| 1Y | +1.9% | +93.6% | -91.7% | -2.3% |
| 3Y | +104.1% | +170.2% | -66.2% | +100.0% |
| All | +104.1% | +184.4% | -80.3% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling