+0.5%
GDXJ vs PRU
+20.5%
-20.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.5% |
| 7D | -4.9% | 0.0% | -4.9% | -5.0% |
| 30D | -10.0% | +7.9% | -17.9% | -12.6% |
| 3M | -16.6% | +0.9% | -17.5% | -17.3% |
| 6M | -23.3% | +22.4% | -45.6% | -29.6% |
| YTD | -12.4% | +12.7% | -25.1% | -22.8% |
| 1Y | +0.5% | +19.6% | -19.1% | -14.0% |
| All | +0.5% | +20.5% | -20.0% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling