-12.5%
PEP vs GDXJ
+294.3%
-306.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.7% | +8.4% | -7.8% | +0.7% |
| 3M | -0.5% | +25.5% | -26.1% | -0.3% |
| 6M | -11.3% | -6.3% | -5.0% | -11.2% |
| YTD | -0.6% | +12.1% | -12.7% | -0.3% |
| 1Y | +1.7% | +51.1% | -49.4% | +1.9% |
| 3Y | -12.5% | +296.1% | -308.5% | -17.0% |
| All | -12.5% | +294.3% | -306.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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