+281.6%
GDX vs PCAR
+355.9%
-74.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +18.6% | -6.2% | +24.9% | +19.9% |
| 3M | +14.9% | +5.9% | +9.0% | +13.9% |
| 6M | -6.3% | +0.4% | -6.7% | -6.4% |
| YTD | +15.7% | +14.8% | +0.9% | +13.9% |
| 1Y | +54.8% | +30.1% | +24.7% | +50.1% |
| 3Y | +253.4% | +66.7% | +186.8% | +228.3% |
| 5Y | +219.7% | +166.1% | +53.5% | +178.9% |
| All | +281.6% | +355.9% | -74.3% | +220.0% |
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