+228.4%
GDXJ vs PEG
+35.4%
+193.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -6.2% | -0.9% | -5.3% | -5.8% |
| 30D | +4.6% | -2.8% | +7.4% | +6.0% |
| 3M | +31.3% | -6.9% | +38.2% | +36.1% |
| 6M | -10.7% | -11.4% | +0.7% | -4.9% |
| YTD | +9.1% | -7.4% | +16.5% | +13.1% |
| 1Y | +44.1% | -8.3% | +52.4% | +50.3% |
| 3Y | +285.4% | +31.5% | +253.8% | +215.2% |
| 5Y | +228.4% | +38.0% | +190.4% | +166.7% |
| All | +228.4% | +35.4% | +193.0% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling