+141.9%
IAU vs PFGC
+111.7%
+30.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +0.2% | -3.7% | +3.9% | +0.3% |
| 30D | +0.2% | -16.0% | +16.2% | +0.7% |
| 3M | +3.3% | -4.1% | +7.4% | +3.3% |
| 6M | -14.6% | +8.7% | -23.3% | -14.8% |
| YTD | +1.9% | +6.4% | -4.5% | +1.6% |
| 1Y | +20.9% | -8.4% | +29.2% | +20.7% |
| 3Y | +127.5% | +61.8% | +65.7% | +125.3% |
| 5Y | +141.9% | +108.7% | +33.2% | +140.1% |
| All | +141.9% | +111.7% | +30.3% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling