+146.0%
PM vs IAU
+103.2%
+42.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -5.2% | +4.7% | -10.0% | -5.5% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +6.1% | -4.4% | +10.5% | +6.2% |
| 6M | +18.0% | -13.5% | +31.5% | +19.6% |
| YTD | +26.6% | -5.9% | +32.5% | +25.6% |
| 1Y | +36.7% | +1.9% | +34.8% | +33.5% |
| 3Y | +146.0% | +104.1% | +41.9% | +103.2% |
| All | +146.0% | +103.2% | +42.8% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling