+216.7%
IAU vs PR
+66.7%
+150.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +4.9% | -12.4% | +17.3% | +4.9% |
| 30D | -1.4% | -6.6% | +5.2% | -1.4% |
| 3M | -4.8% | +7.5% | -12.3% | -4.8% |
| 6M | -12.5% | +10.8% | -23.3% | -12.5% |
| YTD | -4.2% | +57.0% | -61.2% | -4.4% |
| 1Y | +3.1% | +67.9% | -64.8% | +2.9% |
| 3Y | +110.0% | +87.6% | +22.4% | +109.4% |
| 5Y | +123.1% | +220.4% | -97.3% | +122.6% |
| 10Y | +216.7% | +64.8% | +151.9% | +224.1% |
| All | +216.7% | +66.7% | +150.0% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling