+231.2%
GDXJ vs PRU
+99.2%
+132.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -8.1% | +3.6% | -11.7% | -8.7% |
| 30D | -5.5% | +8.9% | -14.3% | -6.9% |
| 3M | -14.6% | +0.2% | -14.7% | -14.6% |
| 6M | -23.2% | +23.7% | -46.9% | -26.1% |
| YTD | -13.0% | +13.7% | -26.7% | -15.2% |
| 1Y | +2.8% | +20.6% | -17.9% | -0.9% |
| 3Y | +221.5% | +56.3% | +165.2% | +194.5% |
| 5Y | +123.4% | +42.3% | +81.0% | +106.7% |
| All | +231.2% | +99.2% | +132.0% | +183.9% |
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