+104.1%
IAU vs PRU
+46.4%
+57.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | +4.7% | +2.4% | +2.3% | +4.7% |
| 30D | -0.9% | +6.1% | -7.0% | -1.0% |
| 3M | -4.4% | -0.7% | -3.6% | -4.4% |
| 6M | -13.5% | +22.1% | -35.6% | -13.7% |
| YTD | -5.9% | +9.8% | -15.7% | -6.5% |
| 1Y | +1.9% | +19.4% | -17.5% | +1.4% |
| 3Y | +104.1% | +50.4% | +53.7% | +101.4% |
| All | +104.1% | +46.4% | +57.6% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling