+9.3%
PCG vs VALE
+35.2%
-25.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +0.8% | -15.1% | +15.8% | +3.2% |
| 3M | -23.8% | -18.7% | -5.1% | -21.6% |
| 6M | -19.6% | -31.5% | +11.9% | -15.2% |
| YTD | -16.7% | -11.4% | -5.3% | -16.3% |
| 1Y | -19.4% | -1.9% | -17.5% | -20.4% |
| 3Y | -18.3% | +1.7% | -20.0% | -20.9% |
| All | +9.3% | +35.2% | -25.9% | -7.9% |
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