+189.5%
GDX vs PEGA
+1,819.6%
-1,630.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +4.8% |
| 7D | +15.6% | -10.0% | +25.5% | +16.8% |
| 30D | +2.4% | -12.7% | +15.1% | +3.9% |
| 3M | +1.7% | -4.6% | +6.3% | +1.9% |
| 6M | -3.3% | -13.1% | +9.8% | -2.6% |
| YTD | +6.6% | -47.6% | +54.2% | +13.1% |
| 1Y | +27.0% | -47.0% | +74.0% | +34.4% |
| 3Y | +243.4% | +42.0% | +201.4% | +212.5% |
| 5Y | +194.2% | -47.8% | +242.0% | +192.7% |
| 10Y | +310.1% | +92.0% | +218.2% | +231.9% |
| All | +189.5% | +1,819.6% | -1,630.2% | +17.9% |
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