+124.4%
IAU vs PNR
-14.5%
+138.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.0% | -6.0% | +4.0% | -1.7% |
| 30D | -1.5% | -14.0% | +12.4% | -0.8% |
| 3M | +3.3% | -21.7% | +25.0% | +4.5% |
| 6M | -16.2% | -37.3% | +21.0% | -14.4% |
| YTD | +0.7% | -45.1% | +45.8% | +2.9% |
| 1Y | +19.2% | -49.1% | +68.4% | +22.3% |
| 3Y | +124.4% | -14.8% | +139.3% | +124.4% |
| All | +124.4% | -14.5% | +138.9% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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