+319.2%
GDX vs PCAR
+291.3%
+28.0%
-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% | -5.3% | -5.4% |
| 7D | +11.5% | +3.5% | +8.0% | +10.8% |
| 30D | -3.1% | -2.3% | -0.8% | -2.7% |
| 3M | -4.4% | -19.3% | +14.9% | -1.0% |
| 6M | -8.6% | -7.1% | -1.4% | -7.4% |
| YTD | +0.8% | -2.8% | +3.6% | +1.9% |
| 1Y | +14.7% | +9.3% | +5.4% | +14.4% |
| 3Y | +228.8% | +33.5% | +195.3% | +215.7% |
| 5Y | +173.4% | +112.6% | +60.7% | +145.7% |
| 10Y | +319.2% | +276.9% | +42.3% | +239.8% |
| All | +319.2% | +291.3% | +28.0% | +239.8% |
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