-8.1%
PATH vs VALE
+1.6%
-9.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | 0.0% |
| 7D | -5.3% | +1.8% | -7.1% | -5.2% |
| 30D | -0.5% | -14.8% | +14.3% | -2.2% |
| 3M | -7.1% | -19.0% | +11.9% | -9.2% |
| 6M | +23.8% | -27.7% | +51.5% | +20.8% |
| YTD | -20.7% | -8.5% | -12.2% | -32.0% |
| 1Y | -8.1% | +2.6% | -10.7% | -30.2% |
| All | -8.1% | +1.6% | -9.7% | -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