+37.8%
GDXJ vs PCG
-56.8%
+94.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -8.1% | +2.2% | -10.3% | -8.3% |
| 30D | -5.5% | +0.8% | -6.2% | -5.5% |
| 3M | -14.6% | -23.8% | +9.2% | -12.2% |
| 6M | -23.2% | -19.6% | -3.6% | -21.7% |
| YTD | -13.0% | -16.7% | +3.8% | -11.6% |
| 1Y | +2.8% | -19.4% | +22.1% | +4.7% |
| 3Y | +221.5% | -18.3% | +239.8% | +225.9% |
| 5Y | +123.4% | +10.4% | +113.0% | +118.9% |
| 10Y | +238.2% | -76.1% | +314.3% | +301.3% |
| All | +37.8% | -56.8% | +94.5% | +2.8% |
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