+173.4%
GDX vs PCAR
+117.0%
+56.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.3% | -5.4% |
| 7D | +11.5% | +3.5% | +8.0% | +10.6% |
| 30D | -3.1% | -2.3% | -0.8% | -2.6% |
| 3M | -4.4% | -19.3% | +14.9% | +0.3% |
| 6M | -8.6% | -7.1% | -1.4% | -7.0% |
| YTD | +0.8% | -2.8% | +3.6% | +2.6% |
| 1Y | +14.7% | +9.3% | +5.4% | +15.0% |
| 3Y | +228.8% | +33.5% | +195.3% | +209.6% |
| 5Y | +173.4% | +112.6% | +60.7% | +124.3% |
| All | +173.4% | +117.0% | +56.4% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling