+221.5%
GDXJ vs PCOR
+50.0%
+171.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -8.1% | +3.0% | -11.1% | -8.4% |
| 30D | -5.5% | +38.7% | -44.2% | -9.2% |
| 3M | -14.6% | +24.9% | -39.4% | -17.0% |
| 6M | -23.2% | +68.8% | -92.0% | -28.1% |
| YTD | -13.0% | +6.7% | -19.7% | -14.0% |
| 1Y | +2.8% | +3.0% | -0.2% | +2.1% |
| 3Y | +221.5% | +48.6% | +172.9% | +162.1% |
| All | +221.5% | +50.0% | +171.5% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling