+359.1%
PCAR vs IAU
+216.4%
+142.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.7% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -7.7% | +0.3% | -8.1% | -7.7% |
| 3M | +3.7% | +0.7% | +3.0% | +3.6% |
| 6M | +2.3% | -15.5% | +17.8% | +2.6% |
| YTD | +12.8% | +1.0% | +11.8% | +13.4% |
| 1Y | +27.8% | +19.6% | +8.2% | +28.9% |
| 3Y | +61.8% | +125.4% | -63.7% | +63.4% |
| 5Y | +168.2% | +140.7% | +27.5% | +168.4% |
| 10Y | +359.1% | +218.1% | +141.0% | +394.4% |
| All | +359.1% | +216.4% | +142.7% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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