+207.9%
PDD vs VALE
+110.7%
+97.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -4.1% | +1.6% | -5.7% | -4.8% |
| 30D | -9.6% | +5.1% | -14.7% | -11.7% |
| 3M | -4.3% | -0.4% | -3.9% | -4.8% |
| 6M | -18.8% | -2.2% | -16.6% | -18.9% |
| YTD | -27.5% | +20.5% | -48.0% | -34.6% |
| 1Y | -33.6% | +61.2% | -94.8% | -47.5% |
| 3Y | -20.4% | +43.1% | -63.5% | -34.5% |
| 5Y | -19.6% | +34.0% | -53.5% | -33.2% |
| All | +207.9% | +110.7% | +97.2% | +147.4% |
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