+344.8%
GDXJ vs PENG
+762.7%
-417.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -3.5% |
| 7D | +0.2% | +4.5% | -4.4% | -0.5% |
| 30D | +17.9% | -7.1% | +25.0% | +18.8% |
| 3M | +15.3% | -27.3% | +42.6% | +18.2% |
| 6M | -9.4% | +169.6% | -179.0% | -25.2% |
| YTD | +13.4% | +164.6% | -151.2% | -6.3% |
| 1Y | +59.7% | +109.5% | -49.8% | +35.9% |
| 3Y | +283.6% | +98.9% | +184.6% | +207.9% |
| 5Y | +217.6% | +116.3% | +101.3% | +141.3% |
| All | +344.8% | +762.7% | -417.9% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling