+123.2%
IAU vs PNC
+129.9%
-6.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | -1.1% | -4.4% | +3.3% | -1.1% |
| 3M | +5.8% | +5.3% | +0.6% | +5.8% |
| 6M | -16.9% | +19.6% | -36.5% | -17.0% |
| YTD | +0.1% | +19.1% | -19.0% | +0.1% |
| 1Y | +18.4% | +24.3% | -5.9% | +18.4% |
| All | +123.2% | +129.9% | -6.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling