+57.3%
GDXJ vs PRU
+392.6%
-335.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +4.5% |
| 7D | +16.4% | +3.2% | +13.2% | +15.7% |
| 30D | -1.2% | +7.9% | -9.1% | -2.7% |
| 3M | -3.9% | +1.8% | -5.7% | -4.3% |
| 6M | -10.2% | +24.1% | -34.3% | -14.1% |
| YTD | -0.6% | +12.4% | -13.0% | -3.3% |
| 1Y | +24.3% | +20.9% | +3.4% | +19.3% |
| 3Y | +257.4% | +55.5% | +201.9% | +222.6% |
| 5Y | +166.5% | +42.7% | +123.8% | +143.0% |
| 10Y | +228.5% | +106.1% | +122.4% | +157.6% |
| All | +57.3% | +392.6% | -335.3% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling