+23.2%
PFE vs IAU
-3.8%
+26.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -3.0% | -2.0% | -1.0% | -2.8% |
| 30D | +5.2% | -4.4% | +9.6% | +5.4% |
| 3M | +12.2% | -8.9% | +21.1% | +12.9% |
| 6M | +17.8% | -15.9% | +33.7% | +18.8% |
| YTD | +26.2% | -7.8% | +34.0% | +24.2% |
| 1Y | +23.2% | -3.8% | +26.9% | +17.2% |
| All | +23.2% | -3.8% | +26.9% | +17.2% |
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