+218.1%
IAU vs PRU
+139.4%
+78.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -1.8% |
| 7D | +0.7% | +1.9% | -1.2% | +0.8% |
| 30D | +0.3% | -0.4% | +0.8% | +0.3% |
| 3M | +0.7% | +16.4% | -15.7% | +0.9% |
| 6M | -15.5% | +26.0% | -41.5% | -15.2% |
| YTD | +1.0% | +9.9% | -8.9% | +1.1% |
| 1Y | +19.6% | +18.8% | +0.8% | +19.9% |
| 3Y | +125.4% | +45.4% | +80.1% | +127.2% |
| 5Y | +140.7% | +45.6% | +95.2% | +143.3% |
| 10Y | +218.1% | +139.6% | +78.5% | +231.1% |
| All | +218.1% | +139.4% | +78.8% | +231.1% |
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