+250.1%
IAU vs PR
+169.5%
+80.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | +2.9% | -3.4% | -0.5% |
| 30D | +4.4% | +18.0% | -13.6% | +4.4% |
| 3M | -1.1% | +16.9% | -17.9% | -1.1% |
| 6M | -13.7% | +28.2% | -41.9% | -13.8% |
| YTD | +2.7% | +69.3% | -66.6% | +2.5% |
| 1Y | +24.6% | +69.5% | -44.9% | +24.4% |
| 3Y | +126.8% | +81.7% | +45.2% | +126.3% |
| 5Y | +139.5% | +422.2% | -282.8% | +139.6% |
| 10Y | +226.3% | +110.4% | +115.9% | +236.1% |
| All | +250.1% | +169.5% | +80.6% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling