+185.4%
GDX vs PEGA
-45.3%
+230.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.6% | +2.4% |
| 7D | +13.6% | -4.5% | +18.1% | +14.0% |
| 30D | +2.5% | -5.7% | +8.2% | +2.9% |
| 3M | +4.4% | +2.7% | +1.7% | +4.0% |
| 6M | -5.2% | -10.5% | +5.3% | -4.9% |
| YTD | +2.1% | -45.4% | +47.6% | +6.4% |
| 1Y | +24.7% | -44.7% | +69.4% | +29.7% |
| 3Y | +211.3% | +45.7% | +165.6% | +186.7% |
| All | +185.4% | -45.3% | +230.6% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling