+301.2%
GDX vs PCAR
+296.2%
+4.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.6% |
| 7D | +13.6% | +0.1% | +13.6% | +13.6% |
| 30D | +2.5% | -4.6% | +7.1% | +3.3% |
| 3M | +4.4% | -22.6% | +27.0% | +8.8% |
| 6M | -5.2% | -12.0% | +6.7% | -3.2% |
| YTD | +2.1% | -6.1% | +8.2% | +3.8% |
| 1Y | +24.7% | +6.3% | +18.4% | +25.0% |
| 3Y | +211.3% | +31.8% | +179.5% | +200.2% |
| 5Y | +186.7% | +104.2% | +82.5% | +160.4% |
| All | +301.2% | +296.2% | +4.9% | +248.8% |
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