+245.1%
PWR vs IAU
+98.8%
+146.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.5% |
| 7D | +19.1% | -5.5% | +24.5% | +20.9% |
| 30D | -12.0% | -7.0% | -5.0% | -10.2% |
| 3M | -10.6% | -12.3% | +1.7% | -7.3% |
| 6M | -20.8% | -17.9% | -2.9% | -16.7% |
| YTD | +43.7% | -10.3% | +54.1% | +47.2% |
| 1Y | +35.0% | -7.9% | +42.9% | +37.2% |
| All | +245.1% | +98.8% | +146.3% | +172.0% |
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