+14.1%
PCG vs IAU
+120.1%
-106.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -1.6% | +4.7% | -6.3% | -2.4% |
| 30D | +1.4% | -0.9% | +2.3% | +1.5% |
| 3M | -23.4% | -4.4% | -19.0% | -22.9% |
| 6M | -19.4% | -13.5% | -5.9% | -17.4% |
| YTD | -18.5% | -5.9% | -12.6% | -18.9% |
| 1Y | -19.5% | +1.9% | -21.4% | -21.5% |
| 3Y | -21.0% | +104.1% | -125.0% | -38.2% |
| All | +14.1% | +120.1% | -106.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling