+11.9%
GDX vs PCAR
+12.2%
-0.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -3.1% |
| 7D | +0.7% | +2.2% | -1.5% | -0.9% |
| 30D | -3.8% | +0.3% | -4.1% | -4.2% |
| 3M | -5.4% | -17.9% | +12.5% | +7.7% |
| 6M | -12.7% | -3.4% | -9.3% | -12.5% |
| YTD | -0.7% | -0.1% | -0.6% | +3.2% |
| 1Y | +11.9% | +13.4% | -1.5% | +15.3% |
| All | +11.9% | +12.2% | -0.3% | +15.3% |
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