+6.7%
GDX vs PRU
+20.9%
-14.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.6% |
| 7D | -6.8% | +3.6% | -10.4% | -8.0% |
| 30D | -2.1% | +8.9% | -11.0% | -4.9% |
| 3M | -7.5% | +0.2% | -7.7% | -8.1% |
| 6M | -15.2% | +23.7% | -38.9% | -21.8% |
| YTD | -4.8% | +13.7% | -18.6% | -15.0% |
| 1Y | +6.7% | +20.6% | -13.9% | -7.6% |
| All | +6.7% | +20.9% | -14.2% | -7.6% |
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