+210.7%
IAU vs PFG
+184.0%
+26.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +2.4% | -7.0% | -4.6% |
| 30D | -5.4% | +5.9% | -11.3% | -5.4% |
| 3M | -10.9% | -0.4% | -10.4% | -10.9% |
| 6M | -17.4% | +14.8% | -32.2% | -17.3% |
| YTD | -10.2% | +31.9% | -42.1% | -10.1% |
| 1Y | -7.1% | +38.8% | -45.9% | -6.9% |
| 3Y | +97.7% | +82.4% | +15.3% | +98.6% |
| 5Y | +105.3% | +94.7% | +10.6% | +107.0% |
| All | +210.7% | +184.0% | +26.7% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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