-76.7%
PCG vs VALE
+223.9%
-300.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.6% |
| 7D | -1.1% | +5.6% | -6.6% | -2.2% |
| 30D | +0.1% | -12.1% | +12.2% | +2.6% |
| 3M | -24.4% | -16.3% | -8.1% | -21.9% |
| 6M | -17.7% | -26.0% | +8.3% | -13.0% |
| YTD | -17.4% | -5.5% | -11.9% | -17.6% |
| 1Y | -19.4% | +6.7% | -26.1% | -21.7% |
| 3Y | -18.6% | +10.2% | -28.7% | -22.6% |
| 5Y | +10.2% | +49.7% | -39.5% | -5.9% |
| 10Y | -76.7% | +222.3% | -299.0% | -82.7% |
| All | -76.7% | +223.9% | -300.6% | -82.7% |
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