-21.5%
PFE vs IAU
+120.1%
-141.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.7% | +4.7% | -8.4% | -4.0% |
| 30D | +5.0% | -0.9% | +5.8% | +5.0% |
| 3M | +12.2% | -4.4% | +16.5% | +12.5% |
| 6M | +14.6% | -13.5% | +28.1% | +15.5% |
| YTD | +24.1% | -5.9% | +30.0% | +24.1% |
| 1Y | +26.6% | +1.9% | +24.7% | +25.8% |
| 3Y | +14.3% | +104.1% | -89.7% | +6.3% |
| All | -21.5% | +120.1% | -141.6% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling