+158.4%
GDX vs PEG
+429.7%
-271.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.9% |
| 7D | -6.8% | +4.5% | -11.3% | -8.6% |
| 30D | -2.1% | +7.5% | -9.6% | -5.3% |
| 3M | -7.5% | +0.8% | -8.4% | -8.1% |
| 6M | -15.2% | 0.0% | -15.2% | -15.5% |
| YTD | -4.8% | -3.0% | -1.8% | -3.9% |
| 1Y | +6.7% | -4.7% | +11.5% | +8.6% |
| 3Y | +212.7% | +36.5% | +176.3% | +167.8% |
| 5Y | +151.7% | +44.4% | +107.3% | +108.6% |
| 10Y | +330.3% | +170.2% | +160.1% | +154.1% |
| All | +158.4% | +429.7% | -271.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 all: compounded portfolio wealth divided by compounded PEG 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…
all analysis · Full analysis span regression · 6 months rolling