-76.3%
PCG vs IAU
+220.2%
-296.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -3.5% | -2.0% | -1.5% | -3.1% |
| 30D | -20.6% | -1.5% | -19.1% | -20.4% |
| 3M | -17.6% | +3.3% | -20.8% | -18.2% |
| 6M | -23.5% | -16.2% | -7.2% | -20.7% |
| YTD | -13.6% | +0.7% | -14.3% | -15.0% |
| 1Y | -11.3% | +19.2% | -30.6% | -16.7% |
| 3Y | -16.9% | +124.4% | -141.3% | -35.7% |
| 5Y | +50.8% | +140.0% | -89.2% | +13.2% |
| All | -76.3% | +220.2% | -296.5% | -83.5% |
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