+857.0%
IAU vs PPG
+406.1%
+450.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.0% | -6.2% | +4.2% | -1.7% |
| 30D | -1.5% | -7.9% | +6.4% | -1.2% |
| 3M | +3.3% | -10.2% | +13.5% | +3.7% |
| 6M | -16.2% | +2.7% | -18.9% | -16.3% |
| YTD | +0.7% | +4.9% | -4.2% | +0.5% |
| 1Y | +19.2% | -3.2% | +22.4% | +19.3% |
| 3Y | +124.4% | -17.0% | +141.4% | +125.3% |
| 5Y | +140.0% | -23.3% | +163.4% | +140.7% |
| 10Y | +218.9% | +26.4% | +192.5% | +212.7% |
| All | +857.0% | +406.1% | +450.9% | +767.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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