+868.5%
IAU vs PNR
+190.3%
+678.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | +0.2% | -3.9% | +4.0% | +0.3% |
| 30D | +0.2% | -13.8% | +14.0% | +0.6% |
| 3M | +3.3% | -22.5% | +25.8% | +3.9% |
| 6M | -14.6% | -37.2% | +22.6% | -13.6% |
| YTD | +1.9% | -44.2% | +46.1% | +3.2% |
| 1Y | +20.9% | -46.6% | +67.5% | +22.6% |
| 3Y | +127.5% | -12.5% | +140.0% | +127.6% |
| 5Y | +141.9% | -19.3% | +161.3% | +141.6% |
| 10Y | +222.8% | +67.5% | +155.3% | +215.6% |
| All | +868.5% | +190.3% | +678.2% | +789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling