+21.8%
GDXJ vs PEG
-6.2%
+28.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.1% | +9.4% |
| 7D | -0.2% | +1.0% | -1.2% | -0.6% |
| 30D | -7.6% | +6.6% | -14.2% | -10.2% |
| 3M | +2.3% | -3.1% | +5.4% | +3.5% |
| 6M | -7.8% | -7.4% | -0.5% | -4.5% |
| YTD | -8.4% | -6.4% | -1.9% | -4.6% |
| 1Y | +21.8% | -7.4% | +29.2% | +27.7% |
| All | +21.8% | -6.2% | +28.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling