-8.0%
PATH vs VALE
+0.4%
-8.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -5.6% | +2.4% | -8.0% | -5.4% |
| 30D | -0.7% | -18.7% | +18.0% | -2.7% |
| 3M | -5.9% | -21.2% | +15.3% | -8.2% |
| 6M | +21.6% | -26.1% | +47.7% | +18.7% |
| YTD | -20.6% | -9.6% | -11.0% | -32.1% |
| All | -8.0% | +0.4% | -8.4% | -30.2% |
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