+379.0%
PG vs IAU
+867.6%
-488.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.0% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -2.6% | +0.2% | -2.8% | -2.6% |
| 3M | -3.3% | +3.3% | -6.6% | -3.5% |
| 6M | -6.7% | -14.6% | +7.8% | -6.2% |
| YTD | +1.7% | +1.9% | -0.1% | +1.6% |
| 1Y | -7.9% | +20.9% | -28.8% | -8.5% |
| 3Y | +0.9% | +127.5% | -126.5% | -1.9% |
| 5Y | +12.6% | +141.9% | -129.3% | +9.2% |
| 10Y | +117.2% | +222.8% | -105.6% | +110.2% |
| All | +379.0% | +867.6% | -488.6% | +366.4% |
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 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