+447.0%
PEP vs VALE
+1,761.8%
-1,314.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | 0.0% |
| 7D | +1.0% | +5.6% | -4.5% | +0.4% |
| 30D | +12.6% | -12.1% | +24.7% | +14.2% |
| 3M | +3.1% | -16.3% | +19.5% | +5.0% |
| 6M | -6.3% | -26.0% | +19.7% | -3.4% |
| YTD | +1.9% | -5.5% | +7.4% | +1.9% |
| 1Y | +3.3% | +6.7% | -3.4% | +1.8% |
| 3Y | -4.8% | +10.2% | -15.0% | -7.3% |
| 5Y | +2.0% | +49.7% | -47.7% | -5.9% |
| 10Y | +80.3% | +222.3% | -141.9% | +44.7% |
| All | +447.0% | +1,761.8% | -1,314.8% | +289.8% |
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