+109.5%
GDXJ vs PCOR
-7.7%
+117.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.9% |
| 7D | +0.3% | +2.5% | -2.3% | -0.1% |
| 30D | -7.4% | +37.9% | -45.3% | -11.8% |
| 3M | -11.9% | +32.0% | -43.9% | -15.7% |
| 6M | -19.3% | +54.7% | -74.0% | -24.8% |
| YTD | -8.1% | +6.6% | -14.7% | -10.3% |
| 1Y | +9.1% | -1.7% | +10.7% | +7.9% |
| 3Y | +236.2% | +49.0% | +187.2% | +200.1% |
| 5Y | +136.3% | -12.5% | +148.9% | +111.7% |
| All | +109.5% | -7.7% | +117.2% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling