+876.7%
IAU vs PSA
+1,111.5%
-234.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +4.4% | -7.7% | +12.2% | +4.7% |
| 3M | -1.1% | -0.6% | -0.5% | -1.1% |
| 6M | -13.7% | -0.9% | -12.8% | -13.7% |
| YTD | +2.7% | +18.7% | -15.9% | +2.2% |
| 1Y | +24.6% | +7.6% | +17.0% | +24.3% |
| 3Y | +126.8% | +23.7% | +103.2% | +125.3% |
| 5Y | +139.5% | +13.7% | +125.8% | +138.0% |
| 10Y | +226.3% | +98.9% | +127.4% | +221.8% |
| All | +876.7% | +1,111.5% | -234.8% | +852.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling