+32.9%
PFE vs IAU
+216.4%
-183.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +3.8% | +0.3% | +3.5% | +3.8% |
| 3M | +10.4% | +0.7% | +9.7% | +10.3% |
| 6M | +6.3% | -15.5% | +21.8% | +7.1% |
| YTD | +17.4% | +1.0% | +16.4% | +17.0% |
| 1Y | +21.1% | +19.6% | +1.6% | +19.5% |
| 3Y | -1.6% | +125.4% | -127.0% | -6.7% |
| 5Y | -22.2% | +140.7% | -162.9% | -27.0% |
| 10Y | +32.9% | +218.1% | -185.2% | +26.3% |
| All | +32.9% | +216.4% | -183.5% | +26.3% |
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 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