+3.5%
PEP vs IAU
+1.0%
+2.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | +0.3% |
| 7D | +1.0% | +4.9% | -3.9% | +0.9% |
| 30D | +12.6% | -1.4% | +14.0% | +12.6% |
| 3M | +3.1% | -4.8% | +7.9% | +3.1% |
| 6M | -6.3% | -12.5% | +6.2% | -5.7% |
| YTD | +1.9% | -4.2% | +6.0% | +2.8% |
| All | +3.5% | +1.0% | +2.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling