+79.8%
GDXJ vs PEG
+330.2%
-250.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.4% |
| 7D | +0.9% | -1.0% | +1.9% | +1.4% |
| 30D | +8.8% | -2.6% | +11.4% | +10.1% |
| 3M | +29.8% | -7.6% | +37.5% | +34.7% |
| 6M | -5.8% | -12.2% | +6.3% | +0.1% |
| YTD | +13.6% | -8.1% | +21.7% | +17.9% |
| 1Y | +54.5% | -7.0% | +61.4% | +59.4% |
| 3Y | +301.4% | +30.6% | +270.8% | +245.3% |
| 5Y | +236.3% | +34.4% | +202.0% | +183.6% |
| 10Y | +240.1% | +146.5% | +93.6% | +102.1% |
| All | +79.8% | +330.2% | -250.4% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling