+238.0%
IAU vs PFGC
+485.1%
-247.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -4.6% | +3.4% | -8.0% | -4.6% |
| 30D | -5.4% | +16.9% | -22.4% | -5.6% |
| 3M | -10.9% | +6.4% | -17.3% | -11.0% |
| 6M | -17.4% | +16.0% | -33.4% | -17.5% |
| YTD | -10.2% | +23.6% | -33.8% | -10.5% |
| 1Y | -7.1% | +16.6% | -23.7% | -7.3% |
| 3Y | +97.7% | +82.3% | +15.4% | +96.6% |
| 5Y | +105.3% | +138.7% | -33.4% | +103.9% |
| 10Y | +208.0% | +352.8% | -144.8% | +210.1% |
| All | +238.0% | +485.1% | -247.1% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling