+79.5%
GDXJ vs PCAR
+724.5%
-645.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +17.9% | -6.2% | +24.1% | +20.2% |
| 3M | +15.3% | +5.9% | +9.4% | +13.4% |
| 6M | -9.4% | +0.4% | -9.8% | -9.5% |
| YTD | +13.4% | +14.8% | -1.4% | +9.3% |
| 1Y | +59.7% | +30.1% | +29.6% | +48.2% |
| 3Y | +283.6% | +66.7% | +216.9% | +221.8% |
| 5Y | +217.6% | +166.1% | +51.5% | +127.2% |
| 10Y | +225.7% | +353.7% | -128.0% | +83.8% |
| All | +79.5% | +724.5% | -645.0% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling