+195.8%
PDD vs VALE
+54.8%
+141.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -4.9% | -3.2% | -1.7% | -3.7% |
| 30D | -3.0% | -15.1% | +12.0% | +3.6% |
| 3M | -6.2% | -18.7% | +12.5% | +1.6% |
| 6M | -20.7% | -31.5% | +10.8% | -8.2% |
| YTD | -30.4% | -11.4% | -18.9% | -28.8% |
| 1Y | -41.3% | -1.9% | -39.4% | -42.8% |
| 3Y | -27.7% | +1.7% | -29.4% | -31.5% |
| 5Y | -16.9% | +35.4% | -52.3% | -29.4% |
| All | +195.8% | +54.8% | +141.0% | +169.2% |
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