+257.6%
PPL vs IAU
+875.8%
-618.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +0.5% | +4.4% | -4.0% | 0.0% |
| 3M | +0.7% | -1.1% | +1.7% | +0.7% |
| 6M | -7.6% | -13.7% | +6.1% | -6.3% |
| YTD | +1.8% | +2.7% | -0.9% | +1.1% |
| 1Y | -0.8% | +24.6% | -25.4% | -3.7% |
| 3Y | +56.9% | +126.8% | -70.0% | +42.5% |
| 5Y | +39.5% | +139.5% | -100.0% | +25.8% |
| 10Y | +55.4% | +226.3% | -170.9% | +36.0% |
| All | +257.6% | +875.8% | -618.2% | +181.6% |
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