+319.2%
GDX vs PCAR
+292.6%
+26.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +11.5% | +3.8% | +7.6% | +10.8% |
| 30D | -3.1% | -2.0% | -1.2% | -2.8% |
| 3M | -4.4% | -19.1% | +14.7% | -1.0% |
| 6M | -8.6% | -6.8% | -1.8% | -7.4% |
| YTD | +0.8% | -2.5% | +3.3% | +1.9% |
| 1Y | +14.7% | +9.7% | +5.0% | +14.3% |
| 3Y | +228.8% | +34.0% | +194.8% | +215.5% |
| 5Y | +173.4% | +113.3% | +60.0% | +145.5% |
| 10Y | +319.2% | +278.2% | +41.0% | +239.6% |
| All | +319.2% | +292.6% | +26.7% | +239.6% |
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