+210.7%
IAU vs PSA
+132.6%
+78.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.6% | -1.4% | -3.1% | -4.4% |
| 30D | -5.4% | +15.2% | -20.6% | -6.9% |
| 3M | -10.9% | +2.2% | -13.1% | -11.1% |
| 6M | -17.4% | +11.7% | -29.0% | -18.5% |
| YTD | -10.2% | +32.0% | -42.2% | -12.9% |
| 1Y | -7.1% | +26.3% | -33.3% | -9.5% |
| 3Y | +97.7% | +52.4% | +45.4% | +88.6% |
| 5Y | +105.3% | +26.3% | +79.0% | +97.8% |
| All | +210.7% | +132.6% | +78.1% | +186.0% |
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