+229.8%
GDXJ vs PRU
+48.6%
+181.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +0.2% | +1.9% | -1.7% | -0.3% |
| 30D | +17.9% | +2.7% | +15.1% | +16.9% |
| 3M | +15.3% | +19.5% | -4.2% | +9.5% |
| 6M | -9.4% | +26.6% | -36.1% | -15.3% |
| YTD | +13.4% | +12.3% | +1.1% | +8.9% |
| 1Y | +59.7% | +18.0% | +41.6% | +51.1% |
| 3Y | +283.6% | +47.0% | +236.6% | +231.0% |
| All | +229.8% | +48.6% | +181.3% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling