+105.0%
IAU vs PENG
+66.2%
+38.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.8% |
| 7D | -5.5% | +34.6% | -40.1% | -6.2% |
| 30D | -7.0% | -35.9% | +29.0% | -6.0% |
| 3M | -12.3% | -14.7% | +2.4% | -12.2% |
| 6M | -17.9% | +13.5% | -31.5% | -18.8% |
| YTD | -10.3% | +156.1% | -166.5% | -13.0% |
| 1Y | -7.9% | +141.3% | -149.2% | -10.6% |
| 3Y | +98.7% | +223.4% | -124.8% | +91.7% |
| 5Y | +105.0% | +67.4% | +37.7% | +91.3% |
| All | +105.0% | +66.2% | +38.9% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling