+201.5%
PDD vs VALE
+65.1%
+136.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -4.4% |
| 7D | -1.4% | +5.6% | -7.0% | -3.8% |
| 30D | -1.0% | -12.1% | +11.1% | +4.2% |
| 3M | -12.3% | -16.3% | +4.0% | -6.1% |
| 6M | -18.5% | -26.0% | +7.5% | -8.6% |
| YTD | -29.0% | -5.5% | -23.5% | -29.3% |
| 1Y | -40.7% | +6.7% | -47.4% | -44.2% |
| 3Y | -25.7% | +10.2% | -35.8% | -31.9% |
| 5Y | -3.3% | +49.7% | -53.0% | -20.9% |
| All | +201.5% | +65.1% | +136.4% | +167.1% |
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