+267.4%
PLD vs IAU
+208.6%
+58.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.3% |
| 7D | +0.8% | +2.8% | -2.0% | +0.1% |
| 30D | +0.5% | -4.0% | +4.4% | +1.4% |
| 3M | -5.5% | -8.2% | +2.7% | -3.7% |
| 6M | -8.3% | -14.8% | +6.4% | -5.1% |
| YTD | +4.3% | -6.7% | +11.0% | +4.6% |
| 1Y | +7.4% | -2.2% | +9.7% | +6.3% |
| 3Y | +37.1% | +106.7% | -69.7% | +7.2% |
| 5Y | +1.3% | +114.8% | -113.5% | -22.8% |
| 10Y | +267.4% | +213.0% | +54.4% | +164.9% |
| All | +267.4% | +208.6% | +58.8% | +164.9% |
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 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