+59.7%
GDXJ vs PEGA
-30.0%
+89.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +0.2% | +3.3% | -3.1% | -0.1% |
| 30D | +17.9% | +17.7% | +0.1% | +16.4% |
| 3M | +15.3% | +5.8% | +9.5% | +15.4% |
| 6M | -9.4% | -20.3% | +10.8% | -6.3% |
| YTD | +13.4% | -37.1% | +50.5% | +22.1% |
| 1Y | +59.7% | -30.2% | +89.9% | +69.3% |
| All | +59.7% | -30.0% | +89.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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