+2.9%
PEP vs GDXJ
+125.9%
-123.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.0% |
| 7D | -0.3% | -4.9% | +4.6% | -0.2% |
| 30D | +11.8% | -10.0% | +21.7% | +12.0% |
| 3M | +3.7% | -16.6% | +20.3% | +4.0% |
| 6M | -4.3% | -23.3% | +19.0% | -3.7% |
| YTD | +2.1% | -12.4% | +14.6% | +2.0% |
| 1Y | +2.5% | +0.5% | +2.0% | +1.7% |
| 3Y | -5.0% | +220.5% | -225.5% | -13.7% |
| 5Y | +2.9% | +124.7% | -121.9% | -3.0% |
| All | +2.9% | +125.9% | -123.1% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling