-75.2%
PCG vs VALE
+473.3%
-548.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.3% |
| 7D | +5.4% | +2.9% | +2.5% | +4.7% |
| 30D | -15.1% | +8.8% | -23.9% | -16.7% |
| 3M | -9.8% | +6.8% | -16.6% | -11.3% |
| 6M | -18.0% | +6.9% | -24.9% | -19.6% |
| YTD | -7.2% | +22.8% | -30.1% | -12.1% |
| 1Y | +2.9% | +61.3% | -58.4% | -8.2% |
| 3Y | -11.1% | +53.3% | -64.4% | -20.9% |
| 5Y | +61.8% | +44.9% | +16.9% | +40.5% |
| 10Y | -75.2% | +486.8% | -561.9% | -84.1% |
| All | -75.2% | +473.3% | -548.5% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling