+382.3%
PEP vs IAU
+875.8%
-493.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.2% | +4.4% | -4.2% | +0.1% |
| 3M | -1.1% | -1.1% | -0.1% | -1.1% |
| 6M | -13.5% | -13.7% | +0.2% | -13.0% |
| YTD | -1.2% | +2.7% | -3.9% | -1.4% |
| 1Y | -1.6% | +24.6% | -26.2% | -2.6% |
| 3Y | -12.5% | +126.8% | -139.4% | -15.9% |
| 5Y | +3.0% | +139.5% | -136.5% | -1.3% |
| 10Y | +73.9% | +226.3% | -152.3% | +65.6% |
| All | +382.3% | +875.8% | -493.5% | +360.9% |
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