+289.7%
GDXJ vs PENG
+661.7%
-371.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.3% | -4.3% | +3.6% |
| 7D | +16.4% | -3.8% | +20.2% | +15.9% |
| 30D | -1.2% | -40.1% | +38.9% | +5.4% |
| 3M | -3.9% | -21.8% | +17.9% | -2.3% |
| 6M | -10.2% | +3.3% | -13.5% | -14.8% |
| YTD | -0.6% | +133.6% | -134.3% | -17.8% |
| 1Y | +24.3% | +110.7% | -86.4% | +4.3% |
| 3Y | +257.4% | +204.3% | +53.1% | +171.7% |
| 5Y | +166.5% | +54.4% | +112.1% | +110.5% |
| All | +289.7% | +661.7% | -371.9% | +143.9% |
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