+221.5%
GDXJ vs PENG
+209.7%
+11.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.2% |
| 7D | -8.1% | +13.2% | -21.3% | -9.9% |
| 30D | -5.5% | -29.9% | +24.5% | -1.5% |
| 3M | -14.6% | -22.2% | +7.7% | -13.1% |
| 6M | -23.2% | -1.9% | -21.3% | -27.1% |
| YTD | -13.0% | +142.1% | -155.1% | -30.6% |
| 1Y | +2.8% | +151.5% | -148.8% | -18.6% |
| 3Y | +221.5% | +206.9% | +14.5% | +138.7% |
| All | +221.5% | +209.7% | +11.7% | +138.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling