+216.7%
IAU vs PRU
+115.4%
+101.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.9% |
| 7D | +4.9% | +3.2% | +1.7% | +4.9% |
| 30D | -1.4% | +7.9% | -9.3% | -1.3% |
| 3M | -4.8% | +1.8% | -6.6% | -4.8% |
| 6M | -12.5% | +24.1% | -36.6% | -12.2% |
| YTD | -4.2% | +12.4% | -16.5% | -4.1% |
| 1Y | +3.1% | +20.9% | -17.8% | +3.4% |
| 3Y | +110.0% | +55.5% | +54.5% | +111.7% |
| 5Y | +123.1% | +42.7% | +80.4% | +125.1% |
| 10Y | +216.7% | +106.1% | +110.5% | +227.0% |
| All | +216.7% | +115.4% | +101.3% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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