+233.7%
GDXJ vs PRU
+107.2%
+126.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.2% |
| 7D | +11.8% | +3.8% | +8.0% | +11.1% |
| 30D | -7.1% | +9.0% | -16.1% | -8.5% |
| 3M | -10.5% | +2.1% | -12.6% | -10.9% |
| 6M | -15.5% | +25.4% | -40.9% | -18.9% |
| YTD | -6.6% | +13.5% | -20.1% | -8.9% |
| 1Y | +11.3% | +21.3% | -10.0% | +7.3% |
| 3Y | +242.0% | +55.1% | +186.9% | +213.7% |
| 5Y | +147.7% | +43.6% | +104.1% | +129.0% |
| 10Y | +233.7% | +99.2% | +134.4% | +182.5% |
| All | +233.7% | +107.2% | +126.5% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling