+158.4%
GDX vs PNR
+330.2%
-171.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.8% | +0.3% | -7.1% | -6.8% |
| 30D | -2.1% | +31.7% | -33.8% | -9.7% |
| 3M | -7.5% | +2.6% | -10.1% | -8.5% |
| 6M | -15.2% | -6.4% | -8.8% | -14.3% |
| YTD | -4.8% | -33.4% | +28.6% | +5.4% |
| 1Y | +6.7% | -35.1% | +41.8% | +18.9% |
| 3Y | +212.7% | +17.1% | +195.7% | +189.5% |
| 5Y | +151.7% | -3.5% | +155.2% | +140.4% |
| 10Y | +330.3% | +100.2% | +230.2% | +207.0% |
| All | +158.4% | +330.2% | -171.8% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling