+79.5%
GDXJ vs PCG
-53.5%
+133.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.8% |
| 7D | +0.2% | -13.9% | +14.0% | +1.5% |
| 30D | +17.9% | -16.9% | +34.7% | +19.9% |
| 3M | +15.3% | -14.7% | +30.0% | +16.9% |
| 6M | -9.4% | -23.8% | +14.4% | -7.0% |
| YTD | +13.4% | -10.5% | +23.9% | +14.2% |
| 1Y | +59.7% | -5.1% | +64.8% | +59.7% |
| 3Y | +283.6% | -11.6% | +295.2% | +285.4% |
| 5Y | +217.6% | +59.0% | +158.6% | +200.4% |
| 10Y | +225.7% | -75.7% | +301.4% | +293.7% |
| All | +79.5% | -53.5% | +133.1% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling