-4.8%
PEP vs VALE
+9.0%
-13.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.1% |
| 7D | +1.0% | +5.6% | -4.5% | +0.6% |
| 30D | +12.6% | -12.1% | +24.7% | +13.6% |
| 3M | +3.1% | -16.3% | +19.5% | +4.4% |
| 6M | -6.3% | -26.0% | +19.7% | -4.2% |
| YTD | +1.9% | -5.5% | +7.4% | +1.5% |
| 1Y | +3.3% | +6.7% | -3.4% | +1.6% |
| 3Y | -4.8% | +10.2% | -15.0% | -7.5% |
| All | -4.8% | +9.0% | -13.9% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling