+272.2%
PLD vs IAU
+209.9%
+62.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.2% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | -1.8% | -4.4% | +2.6% | -0.9% |
| 3M | -6.0% | -8.9% | +2.8% | -4.1% |
| 6M | -8.4% | -15.9% | +7.6% | -4.8% |
| YTD | +4.2% | -7.8% | +12.0% | +4.8% |
| 1Y | +6.2% | -3.8% | +10.0% | +5.5% |
| 3Y | +37.0% | +104.3% | -67.4% | +7.5% |
| 5Y | +1.2% | +111.2% | -110.0% | -22.5% |
| 10Y | +272.2% | +216.4% | +55.8% | +166.0% |
| All | +272.2% | +209.9% | +62.3% | +166.0% |
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