+272.5%
PM vs IAU
+210.9%
+61.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | +0.5% | -4.6% | +5.1% | +1.0% |
| 30D | -3.2% | -5.4% | +2.2% | -2.7% |
| 3M | +6.2% | -10.9% | +17.1% | +7.4% |
| 6M | +7.7% | -17.4% | +25.0% | +9.9% |
| YTD | +27.3% | -10.2% | +37.5% | +27.5% |
| 1Y | +32.8% | -7.1% | +39.8% | +32.2% |
| 3Y | +150.0% | +97.7% | +52.3% | +118.4% |
| 5Y | +164.2% | +105.3% | +58.9% | +127.3% |
| All | +272.5% | +210.9% | +61.6% | +204.4% |
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