+792.3%
PH vs IAU
+216.4%
+575.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -10.8% | +0.3% | -11.1% | -10.8% |
| 3M | +8.5% | +0.7% | +7.8% | +8.3% |
| 6M | +3.9% | -15.5% | +19.4% | +4.5% |
| YTD | +9.4% | +1.0% | +8.5% | +9.7% |
| 1Y | +26.8% | +19.6% | +7.2% | +26.5% |
| 3Y | +140.8% | +125.4% | +15.4% | +135.0% |
| 5Y | +253.8% | +140.7% | +113.0% | +240.6% |
| 10Y | +792.3% | +218.1% | +574.2% | +847.7% |
| All | +792.3% | +216.4% | +575.9% | +847.7% |
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