+233.6%
GDX vs PFG
+109.8%
+123.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +1.9% | +3.2% | -1.3% | +1.1% |
| 30D | +9.9% | +0.9% | +9.0% | +9.6% |
| 3M | +28.2% | +7.7% | +20.5% | +25.7% |
| 6M | -2.9% | +29.0% | -31.9% | -8.8% |
| YTD | +16.0% | +32.5% | -16.5% | +8.2% |
| 1Y | +49.9% | +47.3% | +2.6% | +36.5% |
| 3Y | +263.6% | +68.2% | +195.3% | +215.8% |
| 5Y | +233.6% | +108.5% | +125.1% | +183.7% |
| All | +233.6% | +109.8% | +123.8% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling