+214.2%
GDX vs PEGA
+2,201.7%
-1,987.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.4% | +3.3% | -3.7% | -0.7% |
| 30D | +18.6% | +17.7% | +0.9% | +16.4% |
| 3M | +14.9% | +5.8% | +9.1% | +13.6% |
| 6M | -6.3% | -20.3% | +14.0% | -4.5% |
| YTD | +15.7% | -37.1% | +52.9% | +20.6% |
| 1Y | +54.8% | -30.2% | +85.0% | +59.0% |
| 3Y | +253.4% | +48.1% | +205.3% | +221.1% |
| 5Y | +219.7% | -46.8% | +266.5% | +218.9% |
| 10Y | +300.2% | +191.3% | +108.9% | +207.6% |
| All | +214.2% | +2,201.7% | -1,987.6% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling