+357.1%
PSX vs IAU
+209.9%
+147.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.2% |
| 7D | -0.4% | -2.0% | +1.6% | -0.3% |
| 30D | -8.1% | -4.4% | -3.7% | -8.0% |
| 3M | +15.9% | -8.9% | +24.8% | +16.2% |
| 6M | +49.4% | -15.9% | +65.3% | +50.3% |
| YTD | +104.7% | -7.8% | +112.4% | +104.7% |
| 1Y | +89.1% | -3.8% | +92.9% | +88.7% |
| 3Y | +151.7% | +104.3% | +47.4% | +138.5% |
| 5Y | +298.3% | +111.2% | +187.1% | +273.3% |
| 10Y | +357.1% | +216.4% | +140.6% | +350.8% |
| All | +357.1% | +209.9% | +147.2% | +350.8% |
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