+35.6%
PFE vs IAU
+2.6%
+33.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.0% | +2.4% |
| 7D | +4.6% | -0.3% | +4.8% | +4.5% |
| 30D | +12.3% | -1.9% | +14.2% | +12.4% |
| 3M | +21.2% | -0.4% | +21.6% | +21.3% |
| 6M | +21.1% | -10.1% | +31.2% | +21.7% |
| YTD | +30.0% | -5.9% | +36.0% | +28.2% |
| 1Y | +35.6% | +2.9% | +32.7% | +28.0% |
| All | +35.6% | +2.6% | +33.0% | +28.0% |
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