+140.7%
IAU vs PTC
+1.8%
+138.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.6% |
| 7D | +0.7% | -12.8% | +13.5% | +0.9% |
| 30D | +0.3% | -9.8% | +10.1% | +0.5% |
| 3M | +0.7% | -2.1% | +2.8% | +0.7% |
| 6M | -15.5% | -18.1% | +2.6% | -15.2% |
| YTD | +1.0% | -23.5% | +24.5% | +1.5% |
| 1Y | +19.6% | -37.4% | +56.9% | +21.0% |
| 3Y | +125.4% | -7.2% | +132.7% | +123.9% |
| 5Y | +140.7% | +2.7% | +138.1% | +132.0% |
| All | +140.7% | +1.8% | +138.9% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling