+297.5%
GDXJ vs PFG
+67.4%
+230.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +0.9% | +3.2% | -2.3% | -0.1% |
| 30D | +8.8% | +0.9% | +7.9% | +8.4% |
| 3M | +29.8% | +7.7% | +22.1% | +26.4% |
| 6M | -5.8% | +29.0% | -34.8% | -13.6% |
| YTD | +13.6% | +32.5% | -18.9% | +3.5% |
| 1Y | +54.5% | +47.3% | +7.2% | +36.6% |
| All | +297.5% | +67.4% | +230.1% | +220.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling