+125.0%
GDXJ vs PCG
+7.9%
+117.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.4% |
| 7D | -4.9% | -2.0% | -3.0% | -4.4% |
| 30D | -10.0% | -2.7% | -7.3% | -9.2% |
| 3M | -16.6% | -25.1% | +8.4% | -10.1% |
| 6M | -23.3% | -22.3% | -1.0% | -18.6% |
| YTD | -12.4% | -18.5% | +6.0% | -8.6% |
| 1Y | +0.5% | -21.8% | +22.3% | +6.4% |
| 3Y | +220.5% | -21.0% | +241.5% | +229.9% |
| All | +125.0% | +7.9% | +117.1% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling