+843.8%
PM vs IAU
+283.6%
+560.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -5.2% | +4.7% | -10.0% | -5.4% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +6.1% | -4.4% | +10.5% | +6.3% |
| 6M | +18.0% | -13.5% | +31.5% | +18.9% |
| YTD | +26.6% | -5.9% | +32.5% | +26.6% |
| 1Y | +36.7% | +1.9% | +34.8% | +36.0% |
| 3Y | +146.0% | +104.1% | +41.9% | +135.5% |
| 5Y | +164.1% | +121.0% | +43.1% | +151.4% |
| 10Y | +238.8% | +204.1% | +34.7% | +220.4% |
| All | +843.8% | +283.6% | +560.2% | +840.0% |
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