+216.4%
IAU vs PR
+72.8%
+143.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -4.4% | -4.6% | +0.2% | -4.4% |
| 3M | -8.9% | +4.7% | -13.6% | -8.9% |
| 6M | -15.9% | +12.4% | -28.4% | -16.0% |
| YTD | -7.8% | +62.9% | -70.6% | -7.9% |
| 1Y | -3.8% | +70.6% | -74.3% | -4.0% |
| 3Y | +104.3% | +90.0% | +14.3% | +103.8% |
| 5Y | +111.2% | +255.5% | -144.3% | +110.9% |
| 10Y | +216.4% | +78.7% | +137.7% | +226.1% |
| All | +216.4% | +72.8% | +143.7% | +226.1% |
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