+4.0%
GDX vs PCAR
+11.4%
-7.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -2.8% |
| 7D | -4.6% | +2.1% | -6.6% | -6.0% |
| 30D | -6.2% | -1.2% | -5.0% | -5.6% |
| 3M | -10.0% | -18.6% | +8.6% | +3.1% |
| 6M | -15.8% | -5.1% | -10.7% | -14.5% |
| YTD | -4.6% | -1.8% | -2.8% | +0.4% |
| 1Y | +4.0% | +10.6% | -6.6% | +9.4% |
| All | +4.0% | +11.4% | -7.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling