+219.7%
IAU vs PSA
+102.6%
+117.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.8% |
| 30D | -1.5% | -8.4% | +6.8% | -0.6% |
| 3M | +3.3% | -7.8% | +11.1% | +4.1% |
| 6M | -16.2% | +0.8% | -17.0% | -16.5% |
| YTD | +0.7% | +16.5% | -15.8% | -1.0% |
| 1Y | +19.2% | +4.7% | +14.5% | +18.4% |
| 3Y | +124.4% | +21.1% | +103.4% | +118.9% |
| 5Y | +140.0% | +14.2% | +125.9% | +134.1% |
| All | +219.7% | +102.6% | +117.1% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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