+74.5%
GDXJ vs PGR
+2,147.6%
-2,073.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | +5.0% | +4.9% | 0.0% | +3.9% |
| 3M | +24.1% | +7.6% | +16.4% | +21.5% |
| 6M | -7.4% | +8.3% | -15.6% | -9.9% |
| YTD | +10.2% | +1.7% | +8.5% | +8.8% |
| 1Y | +42.5% | -6.8% | +49.4% | +43.3% |
| 3Y | +285.7% | +73.4% | +212.3% | +224.0% |
| 5Y | +231.9% | +161.2% | +70.6% | +139.8% |
| 10Y | +230.0% | +819.5% | -589.5% | +44.4% |
| All | +74.5% | +2,147.6% | -2,073.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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