+198.7%
PDD vs VALE
+114.7%
+84.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.8% |
| 7D | -4.1% | +2.9% | -7.0% | -5.4% |
| 30D | -13.1% | +8.8% | -21.9% | -16.3% |
| 3M | -3.5% | +6.8% | -10.2% | -6.9% |
| 6M | -21.8% | +6.9% | -28.7% | -24.9% |
| YTD | -29.7% | +22.8% | -52.5% | -37.1% |
| 1Y | -36.2% | +61.3% | -97.5% | -49.6% |
| 3Y | -16.4% | +53.3% | -69.7% | -33.2% |
| 5Y | -23.8% | +44.9% | -68.7% | -38.4% |
| All | +198.7% | +114.7% | +84.0% | +138.0% |
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