+26.8%
PH vs IAU
+19.9%
+6.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -10.3% | +0.2% | -10.5% | -10.3% |
| 3M | +5.1% | +3.3% | +1.8% | +4.5% |
| 6M | +2.3% | -14.6% | +16.9% | +3.7% |
| YTD | +8.7% | +1.9% | +6.8% | +10.5% |
| 1Y | +26.8% | +20.9% | +5.9% | +19.9% |
| All | +26.8% | +19.9% | +6.9% | +19.9% |
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