+62.2%
PANW vs VALE
+3.0%
+59.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.8% |
| 7D | -11.8% | -0.3% | -11.4% | -11.7% |
| 30D | -14.4% | -19.2% | +4.8% | -13.9% |
| 3M | -5.0% | -20.7% | +15.7% | -4.8% |
| 6M | +88.6% | -25.8% | +114.4% | +89.0% |
| YTD | +88.9% | -9.8% | +98.7% | +79.0% |
| 1Y | +62.2% | +3.7% | +58.6% | +40.0% |
| All | +62.2% | +3.0% | +59.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling