+127.1%
IAU vs PFG
+67.4%
+59.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.2% | +3.2% | -3.0% | 0.0% |
| 30D | +0.2% | +0.9% | -0.7% | +0.1% |
| 3M | +3.3% | +7.7% | -4.4% | +2.9% |
| 6M | -14.6% | +29.0% | -43.5% | -15.7% |
| YTD | +1.9% | +32.5% | -30.6% | +0.5% |
| 1Y | +20.9% | +47.3% | -26.4% | +19.1% |
| All | +127.1% | +67.4% | +59.7% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling