+19.2%
IAU vs PSA
+6.8%
+12.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -1.5% | -8.4% | +6.8% | +0.7% |
| 3M | +3.3% | -7.8% | +11.1% | +5.2% |
| 6M | -16.2% | +0.8% | -17.0% | -17.6% |
| YTD | +0.7% | +16.5% | -15.8% | -5.3% |
| 1Y | +19.2% | +4.7% | +14.5% | +19.3% |
| All | +19.2% | +6.8% | +12.4% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling