+316.7%
PANW vs VALE
+40.3%
+276.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -14.6% | +8.6% | -23.2% | -15.8% |
| 3M | +18.3% | +2.0% | +16.3% | +17.7% |
| 6M | +100.5% | +2.1% | +98.4% | +99.0% |
| YTD | +79.5% | +20.2% | +59.3% | +72.3% |
| 1Y | +66.7% | +55.2% | +11.6% | +52.8% |
| 3Y | +161.2% | +45.9% | +115.3% | +138.2% |
| All | +316.7% | +40.3% | +276.4% | +272.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling