+189.5%
GDX vs PFG
+312.2%
-122.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +3.9% |
| 7D | +15.6% | +2.3% | +13.3% | +15.2% |
| 30D | +2.4% | +7.6% | -5.2% | +1.5% |
| 3M | +1.7% | +2.5% | -0.8% | +1.4% |
| 6M | -3.3% | +16.6% | -19.9% | -5.3% |
| YTD | +6.6% | +34.1% | -27.4% | +2.6% |
| 1Y | +27.0% | +44.1% | -17.1% | +21.2% |
| 3Y | +243.4% | +86.3% | +157.1% | +215.6% |
| 5Y | +194.2% | +101.6% | +92.6% | +166.4% |
| 10Y | +310.1% | +197.9% | +112.3% | +239.6% |
| All | +189.5% | +312.2% | -122.7% | +69.5% |
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