+212.7%
GDX vs PEGA
+46.3%
+166.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.3% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -2.1% | -4.1% | +2.0% | -2.0% |
| 3M | -7.5% | -2.8% | -4.7% | -7.5% |
| 6M | -15.2% | -0.4% | -14.7% | -15.4% |
| YTD | -4.8% | -45.4% | +40.6% | -1.6% |
| 1Y | +6.7% | -42.6% | +49.3% | +9.9% |
| 3Y | +212.7% | +45.4% | +167.3% | +173.1% |
| All | +212.7% | +46.3% | +166.4% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling