+222.8%
PFE vs IAU
+793.8%
-570.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.7% | +4.7% | -8.4% | -3.8% |
| 30D | +5.0% | -0.9% | +5.8% | +5.0% |
| 3M | +12.2% | -4.4% | +16.5% | +12.3% |
| 6M | +14.6% | -13.5% | +28.1% | +15.0% |
| YTD | +24.1% | -5.9% | +30.0% | +24.2% |
| 1Y | +26.6% | +1.9% | +24.7% | +26.4% |
| 3Y | +14.3% | +104.1% | -89.7% | +11.9% |
| 5Y | -21.9% | +121.0% | -142.9% | -23.8% |
| 10Y | +62.6% | +204.1% | -141.4% | +58.0% |
| All | +222.8% | +793.8% | -570.9% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling