+296.1%
GDXJ vs PCG
-10.8%
+306.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -2.0% |
| 7D | +4.3% | +5.4% | -1.1% | +2.9% |
| 30D | +8.4% | -15.1% | +23.6% | +12.3% |
| 3M | +25.5% | -9.8% | +35.3% | +27.6% |
| 6M | -6.3% | -18.0% | +11.7% | -2.0% |
| YTD | +12.1% | -7.2% | +19.3% | +13.3% |
| 1Y | +51.1% | +2.9% | +48.2% | +47.6% |
| 3Y | +296.1% | -11.1% | +307.2% | +282.3% |
| All | +296.1% | -10.8% | +306.8% | +282.3% |
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