+216.4%
IAU vs PTC
+317.3%
-100.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -4.4% | +0.9% | -5.3% | -4.4% |
| 3M | -8.9% | +30.4% | -39.3% | -9.4% |
| 6M | -15.9% | +34.4% | -50.3% | -16.5% |
| YTD | -7.8% | +12.6% | -20.3% | -8.0% |
| 1Y | -3.8% | +10.2% | -14.0% | -4.0% |
| 3Y | +104.3% | +29.4% | +75.0% | +102.5% |
| 5Y | +111.2% | +63.7% | +47.5% | +107.3% |
| 10Y | +216.4% | +316.9% | -100.4% | +210.3% |
| All | +216.4% | +317.3% | -100.9% | +210.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling