-13.1%
PEP vs VALE
+49.2%
-62.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +0.2% | +5.1% | -4.9% | -0.2% |
| 3M | -1.1% | -0.4% | -0.7% | -1.1% |
| 6M | -13.5% | -2.2% | -11.3% | -13.5% |
| YTD | -1.2% | +20.5% | -21.7% | -3.4% |
| 1Y | -1.6% | +61.2% | -62.7% | -7.2% |
| All | -13.1% | +49.2% | -62.3% | -19.3% |
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