+54.8%
GDX vs PRU
+19.0%
+35.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | +1.9% | -2.3% | -0.8% |
| 30D | +18.6% | +2.7% | +15.9% | +17.7% |
| 3M | +14.9% | +19.5% | -4.6% | +9.4% |
| 6M | -6.3% | +26.6% | -32.9% | -11.9% |
| YTD | +15.7% | +12.3% | +3.4% | +7.0% |
| 1Y | +54.8% | +18.0% | +36.8% | +45.7% |
| All | +54.8% | +19.0% | +35.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling