+368.5%
PSX vs IAU
+141.6%
+226.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +1.8% | +0.2% | +1.7% | +1.8% |
| 30D | +21.6% | +0.2% | +21.4% | +21.5% |
| 3M | +46.5% | +3.3% | +43.2% | +45.8% |
| 6M | +62.0% | -14.6% | +76.6% | +65.6% |
| YTD | +106.3% | +1.9% | +104.4% | +103.8% |
| 1Y | +103.0% | +20.9% | +82.1% | +94.3% |
| 3Y | +135.5% | +127.5% | +8.1% | +85.9% |
| 5Y | +368.5% | +141.9% | +226.6% | +266.6% |
| All | +368.5% | +141.6% | +226.9% | +266.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling