+876.7%
IAU vs PFG
+449.9%
+426.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.9% |
| 7D | -0.5% | +5.5% | -6.0% | -0.5% |
| 30D | +4.4% | +2.4% | +2.1% | +4.4% |
| 3M | -1.1% | +13.6% | -14.6% | -1.0% |
| 6M | -13.7% | +27.9% | -41.6% | -13.6% |
| YTD | +2.7% | +35.6% | -32.8% | +3.0% |
| 1Y | +24.6% | +48.5% | -23.8% | +25.0% |
| 3Y | +126.8% | +66.9% | +60.0% | +127.9% |
| 5Y | +139.5% | +111.0% | +28.5% | +141.4% |
| 10Y | +226.3% | +244.5% | -18.2% | +230.8% |
| All | +876.7% | +449.9% | +426.8% | +860.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling