+315.3%
GDX vs PFG
+239.8%
+75.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.9% | +3.2% | -1.3% | +1.6% |
| 30D | +9.9% | +0.9% | +9.0% | +9.8% |
| 3M | +28.2% | +7.7% | +20.5% | +27.2% |
| 6M | -2.9% | +29.0% | -31.9% | -5.3% |
| YTD | +16.0% | +32.5% | -16.5% | +12.8% |
| 1Y | +49.9% | +47.3% | +2.6% | +44.5% |
| 3Y | +263.6% | +68.2% | +195.3% | +245.3% |
| 5Y | +233.6% | +108.5% | +125.1% | +215.1% |
| 10Y | +315.3% | +241.4% | +74.0% | +228.1% |
| All | +315.3% | +239.8% | +75.6% | +228.1% |
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