-76.7%
PCG vs IAU
+209.6%
-286.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | -1.1% | +4.9% | -5.9% | -2.0% |
| 30D | +0.1% | -1.4% | +1.5% | +0.3% |
| 3M | -24.4% | -4.8% | -19.7% | -23.7% |
| 6M | -17.7% | -12.5% | -5.2% | -15.5% |
| YTD | -17.4% | -4.2% | -13.2% | -17.9% |
| 1Y | -19.4% | +3.1% | -22.5% | -21.4% |
| 3Y | -18.6% | +110.0% | -128.6% | -35.9% |
| 5Y | +10.2% | +123.1% | -112.8% | -15.7% |
| 10Y | -76.7% | +216.7% | -293.4% | -83.1% |
| All | -76.7% | +209.6% | -286.3% | -83.1% |
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