+21.8%
GDXJ vs PFG
+46.8%
-25.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.5% | +7.6% |
| 7D | -0.2% | +4.9% | -5.1% | -2.3% |
| 30D | -7.6% | +5.7% | -13.3% | -9.9% |
| 3M | +2.3% | +2.6% | -0.3% | +0.7% |
| 6M | -7.8% | +19.8% | -27.6% | -18.0% |
| YTD | -8.4% | +36.3% | -44.7% | -24.8% |
| 1Y | +21.8% | +47.9% | -26.1% | -3.5% |
| All | +21.8% | +46.8% | -25.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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