+66.8%
PPL vs IAU
+208.6%
-141.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | 0.0% | +2.8% | -2.8% | -0.4% |
| 30D | +4.3% | -4.0% | +8.3% | +4.9% |
| 3M | +2.9% | -8.2% | +11.1% | +4.1% |
| 6M | +1.1% | -14.8% | +15.9% | +3.5% |
| YTD | +4.5% | -6.7% | +11.1% | +4.3% |
| 1Y | +0.1% | -2.2% | +2.3% | -1.1% |
| 3Y | +55.7% | +106.7% | -51.0% | +29.7% |
| 5Y | +47.6% | +114.8% | -67.2% | +20.9% |
| 10Y | +66.8% | +213.0% | -146.1% | +28.5% |
| All | +66.8% | +208.6% | -141.8% | +28.5% |
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