+223.4%
GDXJ vs PCG
-21.0%
+244.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.5% |
| 7D | -4.9% | -2.0% | -3.0% | -4.5% |
| 30D | -10.0% | -2.7% | -7.3% | -9.4% |
| 3M | -16.6% | -25.1% | +8.4% | -11.6% |
| 6M | -23.3% | -22.3% | -1.0% | -19.6% |
| YTD | -12.4% | -18.5% | +6.0% | -9.0% |
| 1Y | +0.5% | -21.8% | +22.3% | +5.7% |
| All | +223.4% | -21.0% | +244.4% | +218.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling