+218.0%
IAU vs PFGC
+294.6%
-76.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -3.4% | -4.8% | +1.5% | -3.3% |
| 30D | -1.1% | -17.2% | +16.1% | -0.9% |
| 3M | +5.8% | -6.3% | +12.2% | +5.9% |
| 6M | -16.9% | +8.8% | -25.8% | -17.0% |
| YTD | +0.1% | +4.9% | -4.8% | 0.0% |
| 1Y | +18.4% | -9.5% | +27.9% | +18.4% |
| 3Y | +123.6% | +59.6% | +64.0% | +122.4% |
| 5Y | +138.7% | +113.5% | +25.2% | +136.9% |
| All | +218.0% | +294.6% | -76.6% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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