+269.7%
PPL vs IAU
+801.0%
-531.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | +6.8% | -1.7% | +8.6% | +7.0% |
| 3M | +3.9% | -3.6% | +7.4% | +4.2% |
| 6M | -2.0% | -10.1% | +8.1% | -1.1% |
| YTD | +5.3% | -5.1% | +10.4% | +5.3% |
| 1Y | +2.2% | +2.6% | -0.4% | +1.3% |
| 3Y | +56.7% | +104.1% | -47.4% | +43.8% |
| 5Y | +49.1% | +122.8% | -73.7% | +35.3% |
| 10Y | +63.6% | +206.5% | -142.9% | +44.1% |
| All | +269.7% | +801.0% | -531.3% | +193.4% |
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 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