+203.9%
GDX vs PGR
+1,430.8%
-1,226.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | -5.4% | -3.4% | -1.9% | -4.6% |
| 30D | +6.6% | +1.8% | +4.7% | +6.1% |
| 3M | +30.1% | +5.9% | +24.2% | +27.8% |
| 6M | -7.1% | +4.6% | -11.7% | -8.9% |
| YTD | +12.0% | +1.1% | +10.9% | +10.6% |
| 1Y | +41.2% | -6.6% | +47.8% | +41.6% |
| 3Y | +251.0% | +74.2% | +176.8% | +197.1% |
| 5Y | +226.7% | +159.5% | +67.2% | +142.4% |
| 10Y | +301.0% | +813.4% | -512.5% | +91.8% |
| All | +203.9% | +1,430.8% | -1,226.8% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling