+24.8%
GDX vs PEGA
-44.4%
+69.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | +0.8% | -2.9% | +3.6% | +0.9% |
| 30D | -3.2% | -0.5% | -2.7% | -3.3% |
| 3M | +8.6% | +8.5% | +0.1% | +7.8% |
| 6M | -1.2% | -6.3% | +5.0% | -0.2% |
| YTD | -1.4% | -42.2% | +40.8% | +10.7% |
| 1Y | +24.8% | -43.4% | +68.2% | +44.6% |
| All | +24.8% | -44.4% | +69.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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