+21.8%
GDXJ vs PEGA
-44.4%
+66.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | -7.6% | -0.5% | -7.1% | -7.7% |
| 3M | +2.3% | +8.5% | -6.2% | +1.4% |
| 6M | -7.8% | -6.3% | -1.6% | -6.7% |
| YTD | -8.4% | -42.2% | +33.8% | +5.0% |
| 1Y | +21.8% | -43.4% | +65.2% | +44.8% |
| All | +21.8% | -44.4% | +66.2% | +44.8% |
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