-80.4%
PATH vs VALE
+2.2%
-82.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.0% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | +2.7% | -19.2% | +21.9% | +7.6% |
| 3M | -4.2% | -20.7% | +16.5% | +0.6% |
| 6M | +24.7% | -25.8% | +50.5% | +32.5% |
| YTD | -17.6% | -9.8% | -7.8% | -18.4% |
| 1Y | -5.3% | +3.7% | -9.0% | -10.0% |
| 3Y | -22.0% | +3.2% | -25.2% | -26.9% |
| 5Y | -76.5% | +46.9% | -123.4% | -79.7% |
| All | -80.4% | +2.2% | -82.6% | -82.2% |
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 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