+211.8%
GDXJ vs PRU
+138.7%
+73.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.1% |
| 7D | -6.2% | -3.8% | -2.4% | -5.6% |
| 30D | +4.6% | -2.0% | +6.7% | +5.0% |
| 3M | +31.3% | +14.0% | +17.3% | +28.3% |
| 6M | -10.7% | +27.2% | -37.9% | -14.2% |
| YTD | +9.1% | +9.1% | 0.0% | +7.1% |
| 1Y | +44.1% | +18.1% | +26.1% | +39.6% |
| 3Y | +285.4% | +44.3% | +241.1% | +258.8% |
| 5Y | +228.4% | +45.7% | +182.7% | +204.4% |
| All | +211.8% | +138.7% | +73.1% | +159.9% |
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