+49.6%
PFE vs IAU
+209.6%
-160.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.7% |
| 7D | -4.7% | +4.9% | -9.6% | -5.0% |
| 30D | +3.4% | -1.4% | +4.7% | +3.4% |
| 3M | +9.2% | -4.8% | +14.0% | +9.5% |
| 6M | +15.8% | -12.5% | +28.3% | +16.6% |
| YTD | +23.4% | -4.2% | +27.6% | +23.4% |
| 1Y | +25.8% | +3.1% | +22.7% | +25.3% |
| 3Y | +17.8% | +110.0% | -92.1% | +12.0% |
| 5Y | -20.2% | +123.1% | -143.2% | -25.1% |
| 10Y | +49.6% | +216.7% | -167.1% | +40.3% |
| All | +49.6% | +209.6% | -160.0% | +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