+257.4%
GDXJ vs PRU
+55.2%
+202.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +4.3% |
| 7D | +16.4% | +3.2% | +13.2% | +15.4% |
| 30D | -1.2% | +7.9% | -9.1% | -3.1% |
| 3M | -3.9% | +1.8% | -5.7% | -4.4% |
| 6M | -10.2% | +24.1% | -34.3% | -14.9% |
| YTD | -0.6% | +12.4% | -13.0% | -4.7% |
| 1Y | +24.3% | +20.9% | +3.4% | +17.6% |
| 3Y | +257.4% | +55.5% | +201.9% | +182.2% |
| All | +257.4% | +55.2% | +202.2% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling