+367.9%
PCAR vs VALE
+493.0%
-125.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.2% |
| 30D | -6.9% | +6.7% | -13.5% | -8.5% |
| 3M | +2.1% | +4.9% | -2.8% | +0.7% |
| 6M | +1.6% | +3.6% | -2.0% | +0.3% |
| YTD | +12.2% | +21.9% | -9.6% | +6.2% |
| 1Y | +28.0% | +61.6% | -33.5% | +13.0% |
| 3Y | +61.0% | +52.1% | +8.8% | +41.8% |
| 5Y | +163.9% | +43.2% | +120.8% | +126.4% |
| 10Y | +367.9% | +521.5% | -153.6% | +178.5% |
| All | +367.9% | +493.0% | -125.0% | +178.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling