+32.8%
PFE vs GDXJ
+237.3%
-204.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -2.6% | -2.8% | +0.2% | -2.4% |
| 30D | +5.4% | +5.0% | +0.4% | +5.1% |
| 3M | +7.8% | +24.1% | -16.3% | +6.5% |
| 6M | +5.0% | -7.4% | +12.4% | +5.0% |
| YTD | +17.1% | +10.2% | +6.8% | +15.9% |
| 1Y | +19.3% | +42.5% | -23.2% | +16.4% |
| 3Y | -0.9% | +285.7% | -286.7% | -8.6% |
| 5Y | -20.8% | +231.9% | -252.6% | -26.9% |
| All | +32.8% | +237.3% | -204.5% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling