+287.7%
PSX vs IAU
+114.3%
+173.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | -7.8% | +2.8% | -10.6% | -8.0% |
| 30D | -9.9% | -4.0% | -5.9% | -9.6% |
| 3M | +16.9% | -8.2% | +25.1% | +17.7% |
| 6M | +48.0% | -14.8% | +62.7% | +50.3% |
| YTD | +98.3% | -6.7% | +105.0% | +97.3% |
| 1Y | +86.2% | -2.2% | +88.4% | +83.6% |
| 3Y | +144.0% | +106.7% | +37.3% | +92.3% |
| 5Y | +287.7% | +114.8% | +172.9% | +194.6% |
| All | +287.7% | +114.3% | +173.4% | +194.6% |
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