+301.1%
GDXJ vs PENG
+108.8%
+192.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -3.2% |
| 7D | +0.2% | +4.5% | -4.4% | -0.4% |
| 30D | +17.9% | -7.1% | +25.0% | +18.5% |
| 3M | +15.3% | -27.3% | +42.6% | +17.6% |
| 6M | -9.4% | +169.6% | -179.0% | -21.9% |
| YTD | +13.4% | +164.6% | -151.2% | -2.1% |
| 1Y | +59.7% | +109.5% | -49.8% | +40.0% |
| All | +301.1% | +108.8% | +192.3% | +239.0% |
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