+4.2%
PCG vs VALE
+2,275.1%
-2,270.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -13.9% | +1.6% | -15.5% | -14.1% |
| 30D | -16.9% | +5.1% | -22.0% | -17.6% |
| 3M | -14.7% | -0.4% | -14.3% | -14.9% |
| 6M | -23.8% | -2.2% | -21.6% | -23.9% |
| YTD | -10.5% | +20.5% | -31.0% | -13.8% |
| 1Y | -5.1% | +61.2% | -66.3% | -12.8% |
| 3Y | -11.6% | +43.1% | -54.7% | -18.1% |
| 5Y | +59.0% | +34.0% | +25.1% | +45.5% |
| 10Y | -75.7% | +469.7% | -545.4% | -82.9% |
| All | +4.2% | +2,275.1% | -2,270.9% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling