+214.2%
GDX vs PFG
+316.8%
-102.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -0.4% | +5.5% | -5.9% | -1.1% |
| 30D | +18.6% | +2.4% | +16.3% | +18.2% |
| 3M | +14.9% | +13.6% | +1.3% | +12.9% |
| 6M | -6.3% | +27.9% | -34.1% | -9.2% |
| YTD | +15.7% | +35.6% | -19.8% | +11.3% |
| 1Y | +54.8% | +48.5% | +6.4% | +47.1% |
| 3Y | +253.4% | +66.9% | +186.6% | +229.3% |
| 5Y | +219.7% | +111.0% | +108.7% | +187.8% |
| 10Y | +300.2% | +244.5% | +55.7% | +224.9% |
| All | +214.2% | +316.8% | -102.6% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling