+40.0%
PATH vs VALE
+60.7%
-20.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.4% | -16.6% |
| 7D | -16.3% | +1.6% | -17.9% | -16.3% |
| 30D | +9.9% | +5.1% | +4.8% | +10.2% |
| 3M | +30.2% | -0.4% | +30.6% | +31.0% |
| 6M | +37.2% | -2.2% | +39.4% | +38.4% |
| YTD | -7.3% | +20.5% | -27.9% | -18.2% |
| 1Y | +40.0% | +61.2% | -21.2% | +8.9% |
| All | +40.0% | +60.7% | -20.7% | +8.9% |
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