+134.1%
PSX vs IAU
+125.1%
+8.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | +27.8% | +0.3% | +27.4% | +27.7% |
| 3M | +42.0% | +0.7% | +41.3% | +42.0% |
| 6M | +58.1% | -15.5% | +73.6% | +60.1% |
| YTD | +105.0% | +1.0% | +104.1% | +104.4% |
| 1Y | +104.9% | +19.6% | +85.3% | +103.0% |
| 3Y | +134.1% | +125.4% | +8.6% | +102.3% |
| All | +134.1% | +125.1% | +8.9% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling