+3,722.6%
PANW vs VALE
+97.9%
+3,624.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -11.8% | +9.7% | -21.6% | -13.1% |
| 3M | +28.6% | +5.3% | +23.3% | +27.4% |
| 6M | +104.4% | +0.5% | +103.9% | +103.6% |
| YTD | +83.8% | +20.6% | +63.1% | +77.5% |
| 1Y | +71.5% | +57.6% | +13.9% | +59.1% |
| 3Y | +172.2% | +50.6% | +121.6% | +151.4% |
| 5Y | +332.2% | +41.8% | +290.4% | +294.6% |
| 10Y | +1,306.4% | +515.1% | +791.3% | +964.9% |
| All | +3,722.6% | +97.9% | +3,624.7% | +2,841.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling