+339.6%
GDXJ vs PENG
+755.0%
-415.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +4.3% | +7.8% | -3.5% | +3.1% |
| 30D | +8.4% | -12.2% | +20.6% | +10.2% |
| 3M | +25.5% | -20.6% | +46.1% | +26.9% |
| 6M | -6.3% | +180.9% | -187.3% | -23.2% |
| YTD | +12.1% | +162.3% | -150.2% | -7.3% |
| 1Y | +51.1% | +107.3% | -56.2% | +28.7% |
| 3Y | +296.1% | +110.8% | +185.3% | +214.7% |
| 5Y | +228.1% | +117.8% | +110.3% | +149.1% |
| All | +339.6% | +755.0% | -415.4% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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