+72.7%
GDXJ vs PNR
+258.8%
-186.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | -6.2% | -5.5% | -0.7% | -4.6% |
| 30D | +4.6% | -15.6% | +20.2% | +10.1% |
| 3M | +31.3% | -20.2% | +51.5% | +39.7% |
| 6M | -10.7% | -36.6% | +25.9% | +2.1% |
| YTD | +9.1% | -45.0% | +54.1% | +29.5% |
| 1Y | +44.1% | -47.4% | +91.6% | +73.4% |
| 3Y | +285.4% | -13.7% | +299.1% | +290.3% |
| 5Y | +228.4% | -20.8% | +249.2% | +232.1% |
| 10Y | +226.5% | +65.2% | +161.4% | +143.9% |
| All | +72.7% | +258.8% | -186.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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