+652.4%
PLD vs IAU
+875.8%
-223.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -2.4% | +4.4% | -6.9% | -3.0% |
| 3M | -3.8% | -1.1% | -2.7% | -3.8% |
| 6M | 0.0% | -13.7% | +13.7% | +1.9% |
| YTD | +9.2% | +2.7% | +6.5% | +8.4% |
| 1Y | +25.9% | +24.6% | +1.3% | +21.5% |
| 3Y | +21.3% | +126.8% | -105.5% | +7.4% |
| 5Y | +14.1% | +139.5% | -125.4% | +0.1% |
| 10Y | +237.9% | +226.3% | +11.6% | +187.4% |
| All | +652.4% | +875.8% | -223.4% | +454.8% |
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