+211.8%
GDXJ vs PEGA
+180.6%
+31.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.0% | -6.0% | -4.2% |
| 7D | -6.2% | -5.3% | -0.9% | -5.6% |
| 30D | +4.6% | +8.3% | -3.7% | +3.5% |
| 3M | +31.3% | +8.9% | +22.3% | +29.1% |
| 6M | -10.7% | -19.7% | +9.0% | -8.8% |
| YTD | +9.1% | -39.9% | +49.0% | +15.2% |
| 1Y | +44.1% | -36.4% | +80.5% | +50.6% |
| 3Y | +285.4% | +52.8% | +232.6% | +240.3% |
| 5Y | +228.4% | -45.7% | +274.1% | +228.5% |
| All | +211.8% | +180.6% | +31.2% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling