-21.5%
PFE vs VALE
+49.7%
-71.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.8% |
| 7D | -3.7% | +1.8% | -5.5% | -3.9% |
| 30D | +5.0% | -14.8% | +19.8% | +7.0% |
| 3M | +12.2% | -19.0% | +31.2% | +14.9% |
| 6M | +14.6% | -27.7% | +42.3% | +19.0% |
| YTD | +24.1% | -8.5% | +32.6% | +24.4% |
| 1Y | +26.6% | +2.6% | +23.9% | +24.8% |
| 3Y | +14.3% | +4.0% | +10.3% | +10.9% |
| All | -21.5% | +49.7% | -71.1% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling