+296.0%
GDX vs PGR
+825.1%
-529.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.1% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +6.8% | +4.9% | +1.8% | +6.4% |
| 3M | +24.9% | +7.6% | +17.3% | +24.2% |
| 6M | -4.2% | +8.3% | -12.5% | -5.0% |
| YTD | +13.2% | +1.7% | +11.5% | +12.9% |
| 1Y | +40.2% | -6.8% | +47.1% | +40.9% |
| 3Y | +249.6% | +73.4% | +176.1% | +231.2% |
| 5Y | +230.4% | +161.2% | +69.2% | +197.3% |
| All | +296.0% | +825.1% | -529.1% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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