+295.6%
GDXJ vs PCOR
-14.4%
+310.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.0% |
| 7D | +0.2% | -9.0% | +9.1% | +1.2% |
| 30D | +17.9% | +4.2% | +13.7% | +17.3% |
| 3M | +15.3% | +14.4% | +0.9% | +13.5% |
| 6M | -9.4% | +0.2% | -9.6% | -10.1% |
| YTD | +13.4% | -20.3% | +33.7% | +16.0% |
| 1Y | +59.7% | -16.1% | +75.8% | +61.6% |
| All | +295.6% | -14.4% | +310.0% | +277.6% |
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