-5.5%
PEP vs GDXJ
+221.0%
-226.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.2% |
| 7D | -0.3% | -4.9% | +4.6% | -0.4% |
| 30D | +11.8% | -10.0% | +21.7% | +11.6% |
| 3M | +3.7% | -16.6% | +20.3% | +3.5% |
| 6M | -4.3% | -23.3% | +19.0% | -4.3% |
| YTD | +2.1% | -12.4% | +14.6% | +2.3% |
| 1Y | +2.5% | +0.5% | +2.0% | +2.9% |
| All | -5.5% | +221.0% | -226.5% | -9.2% |
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