+913.2%
PCAR vs IAU
+793.8%
+119.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | +0.1% | +4.7% | -4.7% | -0.2% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -22.6% | -4.4% | -18.2% | -22.4% |
| 6M | -12.0% | -13.5% | +1.5% | -11.4% |
| YTD | -6.1% | -5.9% | -0.2% | -5.7% |
| 1Y | +6.3% | +1.9% | +4.4% | +6.5% |
| 3Y | +31.8% | +104.1% | -72.3% | +28.8% |
| 5Y | +104.2% | +121.0% | -16.8% | +98.5% |
| 10Y | +302.9% | +204.1% | +98.9% | +287.9% |
| All | +913.2% | +793.8% | +119.4% | +804.6% |
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