+198.6%
PM vs IAU
+216.4%
-17.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -2.6% | +0.3% | -2.9% | -2.7% |
| 3M | +5.8% | +0.7% | +5.1% | +5.6% |
| 6M | +10.6% | -15.5% | +26.1% | +13.2% |
| YTD | +17.2% | +1.0% | +16.2% | +16.0% |
| 1Y | +17.6% | +19.6% | -1.9% | +12.9% |
| 3Y | +124.3% | +125.4% | -1.2% | +91.5% |
| 5Y | +125.1% | +140.7% | -15.7% | +88.6% |
| 10Y | +198.6% | +218.1% | -19.5% | +140.9% |
| All | +198.6% | +216.4% | -17.8% | +140.9% |
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