+105.6%
IAU vs PFGC
+138.1%
-32.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +3.4% | -8.0% | -4.7% |
| 30D | -5.4% | +16.9% | -22.4% | -6.0% |
| 3M | -10.9% | +6.4% | -17.3% | -11.2% |
| 6M | -17.4% | +16.0% | -33.4% | -17.9% |
| YTD | -10.2% | +23.6% | -33.8% | -11.0% |
| 1Y | -7.1% | +16.6% | -23.7% | -7.8% |
| 3Y | +97.7% | +82.3% | +15.4% | +94.7% |
| All | +105.6% | +138.1% | -32.5% | +101.7% |
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