-21.8%
PATH vs VALE
+3.9%
-25.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -5.3% | +1.8% | -7.1% | -5.7% |
| 30D | -0.5% | -14.8% | +14.3% | +2.6% |
| 3M | -7.1% | -19.0% | +11.9% | -3.5% |
| 6M | +23.8% | -27.7% | +51.5% | +31.9% |
| YTD | -20.7% | -8.5% | -12.2% | -24.3% |
| 1Y | -8.1% | +2.6% | -10.7% | -16.4% |
| 3Y | -21.8% | +4.0% | -25.9% | -28.1% |
| All | -21.8% | +3.9% | -25.7% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling