+349.2%
GDX vs PFG
+189.4%
+159.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +0.7% | -2.2% | +3.0% | +0.9% |
| 30D | -3.8% | +6.4% | -10.1% | -4.3% |
| 3M | -5.4% | +2.2% | -7.7% | -5.7% |
| 6M | -12.7% | +16.3% | -29.0% | -14.1% |
| YTD | -0.7% | +33.2% | -33.9% | -3.4% |
| 1Y | +11.9% | +40.6% | -28.7% | +8.3% |
| 3Y | +223.9% | +83.3% | +140.5% | +205.8% |
| 5Y | +163.2% | +97.7% | +65.4% | +148.8% |
| 10Y | +349.2% | +189.9% | +159.3% | +322.9% |
| All | +349.2% | +189.4% | +159.8% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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