+99.4%
PFE vs VALE
+2,275.1%
-2,175.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | +1.6% | +0.2% | +1.5% |
| 30D | +10.2% | +5.1% | +5.1% | +9.3% |
| 3M | +12.7% | -0.4% | +13.1% | +12.6% |
| 6M | +10.5% | -2.2% | +12.7% | +10.5% |
| YTD | +20.2% | +20.5% | -0.4% | +15.9% |
| 1Y | +24.1% | +61.2% | -37.1% | +14.2% |
| 3Y | -3.6% | +43.1% | -46.7% | -10.5% |
| 5Y | -20.9% | +34.0% | -54.8% | -27.6% |
| 10Y | +35.8% | +469.7% | -433.8% | -8.1% |
| All | +99.4% | +2,275.1% | -2,175.7% | -6.9% |
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