+116.4%
PCAR vs VALE
+48.9%
+67.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.0% |
| 7D | +2.9% | +5.6% | -2.6% | +1.8% |
| 30D | -2.1% | -12.1% | +10.0% | +0.4% |
| 3M | -20.4% | -16.3% | -4.1% | -17.6% |
| 6M | -7.0% | -26.0% | +19.0% | -1.5% |
| YTD | -2.6% | -5.5% | +2.9% | -1.9% |
| 1Y | +9.8% | +6.7% | +3.1% | +8.0% |
| 3Y | +37.3% | +10.2% | +27.1% | +32.0% |
| 5Y | +116.4% | +49.7% | +66.7% | +86.8% |
| All | +116.4% | +48.9% | +67.6% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling