+215.1%
GDXJ vs PFG
+251.1%
-36.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.9% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +5.0% | +2.9% | +2.1% | +4.4% |
| 3M | +24.1% | +6.7% | +17.4% | +22.5% |
| 6M | -7.4% | +33.8% | -41.1% | -12.1% |
| YTD | +10.2% | +35.0% | -24.7% | +4.4% |
| 1Y | +42.5% | +46.4% | -3.9% | +33.0% |
| 3Y | +285.7% | +71.6% | +214.1% | +248.0% |
| 5Y | +231.9% | +113.7% | +118.2% | +190.8% |
| All | +215.1% | +251.1% | -36.0% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling