+223.4%
GDXJ vs PTC
+29.3%
+194.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.7% | -4.7% |
| 7D | -4.9% | +0.8% | -5.8% | -5.0% |
| 30D | -10.0% | +1.2% | -11.1% | -10.0% |
| 3M | -16.6% | +32.6% | -49.2% | -18.2% |
| 6M | -23.3% | +36.1% | -59.4% | -24.9% |
| YTD | -12.4% | +12.7% | -25.1% | -11.6% |
| 1Y | +0.5% | +10.2% | -9.7% | +1.9% |
| All | +223.4% | +29.3% | +194.1% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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