+455.0%
PEP vs VALE
+1,701.1%
-1,246.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +13.6% | -14.3% | +28.0% | +15.5% |
| 3M | +5.1% | -16.8% | +21.9% | +7.1% |
| 6M | -1.6% | -30.2% | +28.6% | +2.1% |
| YTD | +3.3% | -8.6% | +11.9% | +3.7% |
| 1Y | +3.2% | +1.6% | +1.6% | +2.3% |
| 3Y | -3.9% | +4.1% | -8.0% | -5.8% |
| 5Y | +4.0% | +38.7% | -34.6% | -3.2% |
| 10Y | +90.1% | +214.6% | -124.5% | +53.0% |
| All | +455.0% | +1,701.1% | -1,246.2% | +296.9% |
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 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