+666.8%
GDXJ vs PFGC
+409.4%
+257.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | +4.3% | -2.4% | +6.7% | +4.6% |
| 30D | +8.4% | -15.8% | +24.2% | +10.4% |
| 3M | +25.5% | -0.6% | +26.1% | +25.5% |
| 6M | -6.3% | +10.7% | -17.0% | -7.4% |
| YTD | +12.1% | +7.6% | +4.5% | +11.0% |
| 1Y | +51.1% | -7.8% | +58.9% | +51.7% |
| 3Y | +296.1% | +63.7% | +232.4% | +274.2% |
| 5Y | +228.1% | +112.3% | +115.8% | +201.1% |
| 10Y | +211.8% | +286.7% | -74.9% | +189.8% |
| All | +666.8% | +409.4% | +257.4% | +573.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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