+240.1%
GDXJ vs PCG
-76.0%
+316.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.6% | +1.7% |
| 7D | +0.9% | +6.5% | -5.5% | +0.3% |
| 30D | +8.8% | -16.7% | +25.5% | +10.4% |
| 3M | +29.8% | -14.2% | +44.0% | +31.3% |
| 6M | -5.8% | -21.5% | +15.6% | -4.0% |
| YTD | +13.6% | -11.2% | +24.8% | +14.4% |
| 1Y | +54.5% | -4.2% | +58.7% | +54.4% |
| 3Y | +301.4% | -14.9% | +316.3% | +304.5% |
| 5Y | +236.3% | +54.2% | +182.1% | +222.8% |
| 10Y | +240.1% | -75.3% | +315.4% | +228.1% |
| All | +240.1% | -76.0% | +316.1% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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