+326.3%
GDX vs PCAR
+288.5%
+37.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -6.8% | +4.9% | -11.7% | -7.6% |
| 30D | -2.1% | -1.4% | -0.7% | -1.9% |
| 3M | -7.5% | -18.1% | +10.6% | -4.5% |
| 6M | -15.2% | -4.0% | -11.2% | -14.5% |
| YTD | -4.8% | -1.5% | -3.4% | -4.0% |
| 1Y | +6.7% | +13.2% | -6.5% | +6.0% |
| 3Y | +212.7% | +35.8% | +176.9% | +199.8% |
| 5Y | +151.7% | +114.6% | +37.0% | +126.4% |
| All | +326.3% | +288.5% | +37.7% | +266.0% |
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