+32.8%
PM vs IAU
-8.1%
+40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | +0.5% | -4.6% | +5.1% | +0.3% |
| 30D | -3.2% | -5.4% | +2.2% | -3.5% |
| 3M | +6.2% | -10.9% | +17.1% | +5.6% |
| 6M | +7.7% | -17.4% | +25.0% | +7.7% |
| YTD | +27.3% | -10.2% | +37.5% | +28.0% |
| 1Y | +32.8% | -7.1% | +39.8% | +31.4% |
| All | +32.8% | -8.1% | +40.9% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling