+2.9%
PCG vs IAU
+20.0%
-17.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +3.7% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | -15.1% | +0.3% | -15.5% | -15.0% |
| 3M | -9.8% | +0.7% | -10.5% | -9.8% |
| 6M | -18.0% | -15.5% | -2.5% | -16.8% |
| YTD | -7.2% | +1.0% | -8.2% | -8.8% |
| 1Y | +2.9% | +19.6% | -16.7% | -0.3% |
| All | +2.9% | +20.0% | -17.1% | -0.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling