+158.1%
GDXJ vs PCOR
-19.6%
+177.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +13.4% | +22.7% | -9.3% | +9.9% |
| 30D | -1.3% | +37.5% | -38.7% | -6.0% |
| 3M | -1.5% | +35.2% | -36.7% | -6.3% |
| 6M | -12.2% | +42.2% | -54.5% | -17.5% |
| YTD | -5.3% | +3.6% | -8.9% | -7.2% |
| 1Y | +22.0% | -4.8% | +26.7% | +21.4% |
| 3Y | +224.9% | +48.3% | +176.6% | +186.9% |
| All | +158.1% | -19.6% | +177.7% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling