+48.5%
PFE vs IAU
+210.5%
-162.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | -2.1% | -5.5% | +3.4% | -1.8% |
| 30D | +3.1% | -7.0% | +10.1% | +3.5% |
| 3M | +11.2% | -12.3% | +23.5% | +12.0% |
| 6M | +15.0% | -17.9% | +33.0% | +16.2% |
| YTD | +23.5% | -10.3% | +33.9% | +24.0% |
| 1Y | +18.9% | -7.9% | +26.8% | +19.1% |
| 3Y | +18.7% | +98.7% | -79.9% | +13.1% |
| 5Y | -24.0% | +105.0% | -129.1% | -28.4% |
| All | +48.5% | +210.5% | -162.0% | +40.3% |
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