+296.0%
GDX vs PNR
+66.2%
+229.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -2.2% | -6.0% | +3.9% | -1.0% |
| 30D | +6.8% | -14.0% | +20.7% | +9.8% |
| 3M | +24.9% | -21.7% | +46.6% | +30.4% |
| 6M | -4.2% | -37.3% | +33.1% | +4.2% |
| YTD | +13.2% | -45.1% | +58.3% | +25.7% |
| 1Y | +40.2% | -49.1% | +89.3% | +57.8% |
| 3Y | +249.6% | -14.8% | +264.4% | +255.0% |
| 5Y | +230.4% | -21.0% | +251.4% | +227.4% |
| All | +296.0% | +66.2% | +229.8% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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