+289.0%
GDX vs PEGA
+175.4%
+113.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.5% |
| 7D | +4.0% | -2.4% | +6.3% | +4.2% |
| 30D | +9.5% | +9.6% | -0.1% | +8.6% |
| 3M | +25.1% | +2.3% | +22.8% | +24.5% |
| 6M | -2.9% | -23.9% | +21.0% | -1.1% |
| YTD | +14.7% | -39.8% | +54.5% | +18.9% |
| 1Y | +47.4% | -37.4% | +84.8% | +52.0% |
| 3Y | +259.7% | +53.1% | +206.5% | +231.9% |
| 5Y | +227.7% | -47.2% | +274.9% | +221.3% |
| 10Y | +289.0% | +174.3% | +114.6% | +161.0% |
| All | +289.0% | +175.4% | +113.6% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling