+310.1%
GDX vs PCAR
+326.7%
-16.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.8% |
| 7D | +15.6% | +2.9% | +12.6% | +15.0% |
| 30D | +2.4% | -2.1% | +4.6% | +2.8% |
| 3M | +1.7% | -20.4% | +22.1% | +5.5% |
| 6M | -3.3% | -7.0% | +3.7% | -2.1% |
| YTD | +6.6% | -2.6% | +9.3% | +7.8% |
| 1Y | +27.0% | +9.8% | +17.2% | +26.7% |
| 3Y | +243.4% | +37.3% | +206.1% | +229.3% |
| 5Y | +194.2% | +116.4% | +77.7% | +165.6% |
| 10Y | +310.1% | +293.0% | +17.2% | +261.2% |
| All | +310.1% | +326.7% | -16.5% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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