+240.1%
GDXJ vs PCAR
+361.0%
-120.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.9% | -0.2% | +1.1% | +1.0% |
| 30D | +8.8% | -6.9% | +15.7% | +10.7% |
| 3M | +29.8% | +2.1% | +27.7% | +29.2% |
| 6M | -5.8% | +1.6% | -7.4% | -6.1% |
| YTD | +13.6% | +12.2% | +1.4% | +11.4% |
| 1Y | +54.5% | +28.0% | +26.4% | +47.5% |
| 3Y | +301.4% | +61.0% | +240.4% | +258.2% |
| 5Y | +236.3% | +163.9% | +72.4% | +168.4% |
| 10Y | +240.1% | +367.9% | -127.8% | +148.8% |
| All | +240.1% | +361.0% | -120.9% | +148.8% |
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