+1,138.9%
PCAR vs IAU
+875.8%
+263.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | -6.2% | +4.4% | -10.7% | -6.4% |
| 3M | +5.9% | -1.1% | +7.0% | +5.9% |
| 6M | +0.4% | -13.7% | +14.1% | +0.9% |
| YTD | +14.8% | +2.7% | +12.1% | +14.8% |
| 1Y | +30.1% | +24.6% | +5.5% | +29.4% |
| 3Y | +66.7% | +126.8% | -60.2% | +62.1% |
| 5Y | +166.1% | +139.5% | +26.6% | +157.7% |
| 10Y | +353.7% | +226.3% | +127.4% | +335.2% |
| All | +1,138.9% | +875.8% | +263.1% | +1,001.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling