+89.6%
PEP vs VALE
+206.6%
-117.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.6% |
| 7D | +4.6% | +5.5% | -0.8% | +4.0% |
| 30D | +14.0% | -15.0% | +29.0% | +15.9% |
| 3M | +5.4% | -20.0% | +25.4% | +7.8% |
| 6M | -5.1% | -28.4% | +23.2% | -1.9% |
| YTD | +3.1% | -8.6% | +11.7% | +3.4% |
| 1Y | +4.8% | +2.0% | +2.8% | +3.7% |
| 3Y | -4.1% | +4.1% | -8.2% | -6.1% |
| 5Y | +3.0% | +46.4% | -43.5% | -5.9% |
| 10Y | +89.6% | +202.4% | -112.8% | +52.9% |
| All | +89.6% | +206.6% | -117.0% | +52.9% |
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