-38.0%
PCG vs IAU
+793.8%
-831.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.6% | +4.7% | -6.3% | -2.1% |
| 30D | +1.4% | -0.9% | +2.3% | +1.5% |
| 3M | -23.4% | -4.4% | -19.0% | -23.1% |
| 6M | -19.4% | -13.5% | -5.9% | -18.2% |
| YTD | -18.5% | -5.9% | -12.6% | -18.3% |
| 1Y | -19.5% | +1.9% | -21.4% | -20.1% |
| 3Y | -21.0% | +104.1% | -125.0% | -27.5% |
| 5Y | +13.7% | +121.0% | -107.3% | +3.4% |
| 10Y | -77.2% | +204.1% | -281.2% | -79.7% |
| All | -38.0% | +793.8% | -831.7% | -49.9% |
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