+79.5%
GDXJ vs PFG
+676.1%
-596.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.1% |
| 7D | +0.2% | +5.5% | -5.3% | -1.0% |
| 30D | +17.9% | +2.4% | +15.5% | +17.1% |
| 3M | +15.3% | +13.6% | +1.7% | +11.8% |
| 6M | -9.4% | +27.9% | -37.3% | -14.4% |
| YTD | +13.4% | +35.6% | -22.1% | +5.7% |
| 1Y | +59.7% | +48.5% | +11.2% | +45.8% |
| 3Y | +283.6% | +66.9% | +216.7% | +238.0% |
| 5Y | +217.6% | +111.0% | +106.6% | +164.2% |
| 10Y | +225.7% | +244.5% | -18.8% | +123.2% |
| All | +79.5% | +676.1% | -596.6% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling