+80.3%
PEP vs IAU
+209.6%
-129.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.2% |
| 7D | +1.0% | +4.9% | -3.9% | +0.6% |
| 30D | +12.6% | -1.4% | +14.0% | +12.7% |
| 3M | +3.1% | -4.8% | +7.9% | +3.5% |
| 6M | -6.3% | -12.5% | +6.2% | -5.2% |
| YTD | +1.9% | -4.2% | +6.0% | +1.6% |
| 1Y | +3.3% | +3.1% | +0.2% | +2.1% |
| 3Y | -4.8% | +110.0% | -114.8% | -16.5% |
| 5Y | +2.0% | +123.1% | -121.0% | -12.2% |
| 10Y | +80.3% | +216.7% | -136.4% | +56.6% |
| All | +80.3% | +209.6% | -129.3% | +56.6% |
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