+787.1%
IAU vs PTC
+1,316.6%
-529.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.6% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | -4.0% | +1.1% | -5.0% | -4.0% |
| 3M | -8.2% | +30.1% | -38.4% | -8.4% |
| 6M | -14.8% | +34.0% | -48.8% | -15.0% |
| YTD | -6.7% | +12.8% | -19.5% | -6.8% |
| 1Y | -2.2% | +10.7% | -13.0% | -2.3% |
| 3Y | +106.7% | +29.6% | +77.1% | +106.0% |
| 5Y | +114.8% | +63.5% | +51.3% | +113.5% |
| 10Y | +213.0% | +316.7% | -103.7% | +210.9% |
| All | +787.1% | +1,316.6% | -529.5% | +781.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling