+3,094.7%
PH vs IAU
+810.1%
+2,284.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.1% |
| 7D | +3.0% | +4.9% | -1.8% | +2.7% |
| 30D | -0.6% | -1.4% | +0.8% | -0.5% |
| 3M | -10.7% | -4.8% | -6.0% | -10.5% |
| 6M | +9.1% | -12.5% | +21.5% | +9.8% |
| YTD | +9.5% | -4.2% | +13.7% | +9.8% |
| 1Y | +14.0% | +3.1% | +10.9% | +13.9% |
| 3Y | +138.9% | +110.0% | +28.9% | +130.1% |
| 5Y | +209.1% | +123.1% | +86.1% | +195.9% |
| 10Y | +737.3% | +216.7% | +520.6% | +690.7% |
| All | +3,094.7% | +810.1% | +2,284.6% | +2,493.5% |
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