+256.8%
PLD vs IAU
+209.6%
+47.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.4% |
| 7D | +0.7% | +4.9% | -4.2% | -0.4% |
| 30D | +0.8% | -1.4% | +2.2% | +1.1% |
| 3M | -6.1% | -4.8% | -1.3% | -5.2% |
| 6M | -8.0% | -12.5% | +4.5% | -5.3% |
| YTD | +4.7% | -4.2% | +8.8% | +4.3% |
| 1Y | +7.2% | +3.1% | +4.1% | +4.6% |
| 3Y | +39.2% | +110.0% | -70.8% | +8.3% |
| 5Y | +1.9% | +123.1% | -121.2% | -23.3% |
| 10Y | +256.8% | +216.7% | +40.1% | +158.2% |
| All | +256.8% | +209.6% | +47.1% | +158.2% |
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 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