+2.9%
IAU vs PTC
+0.1%
+2.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.9% | +1.5% | -3.4% | -1.8% |
| 3M | -0.4% | +37.8% | -38.2% | +1.0% |
| 6M | -10.1% | +41.2% | -51.4% | -9.0% |
| YTD | -5.9% | +12.0% | -18.0% | -5.8% |
| 1Y | +2.9% | +1.6% | +1.3% | +3.3% |
| All | +2.9% | +0.1% | +2.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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