+9.1%
GDXJ vs PENG
+120.3%
-111.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.3% | -12.0% | -3.2% |
| 7D | +0.3% | +1.9% | -1.6% | -0.8% |
| 30D | -7.4% | -37.8% | +30.3% | -1.3% |
| 3M | -11.9% | -14.1% | +2.2% | -11.8% |
| 6M | -19.3% | +13.1% | -32.4% | -28.0% |
| YTD | -8.1% | +151.8% | -159.9% | -37.2% |
| 1Y | +9.1% | +136.0% | -126.9% | -24.5% |
| All | +9.1% | +120.3% | -111.2% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling