+228.5%
GDXJ vs PCAR
+326.7%
-98.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.3% | +4.0% |
| 7D | +16.4% | +2.9% | +13.5% | +15.6% |
| 30D | -1.2% | -2.1% | +0.9% | -0.6% |
| 3M | -3.9% | -20.4% | +16.5% | +1.5% |
| 6M | -10.2% | -7.0% | -3.2% | -8.5% |
| YTD | -0.6% | -2.6% | +2.0% | +0.8% |
| 1Y | +24.3% | +9.8% | +14.6% | +23.3% |
| 3Y | +257.4% | +37.3% | +220.1% | +231.3% |
| 5Y | +166.5% | +116.4% | +50.0% | +122.3% |
| 10Y | +228.5% | +293.0% | -64.4% | +152.8% |
| All | +228.5% | +326.7% | -98.1% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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